Securitized Valuations Lead: CMBS/RMBS Analytics

LSEG (London Stock Exchange Group); New York (NY); On-site; USD 170,000 - 283,000; Full time

Benefits offered by this job

Annual Wellness Allowance

Paid time-off

Medical

Dental

Vision

401(K) Savings Plan

Job summary

LSEG Evaluated Pricing Service in New York, USA, seeks a highly skilled Securitized Products Evaluator to deliver timely end-of-day valuations for fixed-income securities and derivatives. You will drive quantitative analytics, model validation, and data-driven insight across CMBS, RMBS, ABS, and related securitized products.

Role requires advanced programming experience and familiarity with structured finance data, prepayment risk, collateral performance, and deal-level analytics.

Qualifications

• Master's Degree or Ph.D. in a quantitative field or equivalent.
• Significant experience in programming.
• Moderate experience in a Quantitative, Data Science and/or Research related role.

Responsibilities

• Contributes to the development, validation, and enhancement of quantitative models, analytics, and information products supporting CMBS, RMBS, ABS, and other securitized products.
• Supports the development of cash flow, collateral, credit, prepayment, default, severity, and valuation analytics used by investors and market participants in structured finance.
• Responds to internal and external inquiries related to structured finance model methodology, assumptions, collateral performance, and deal-level analytics.
• Develops a strong understanding of securitized products and maintains advanced expertise in specific sectors such as CMBS, RMBS, consumer ABS, CLOs, or esoteric ABS.
• Builds and maintains relationships with issuers, investors, servicers, trustees, asset managers, and broker-dealers active in the structured finance market.
• Reviews and validates analytical work performed by Senior Associates and Associates, ensuring consistency in modeling approaches and data integrity.
• Partners closely with Product, Development, Sales, and Research teams to ensure the successful delivery of structured finance analytics and market solutions.
• Manages team members and supports performance management, coaching, and professional development where applicable.
• Utilizes advanced programming and analytical technologies (e.g., Python, SQL, C++, Java) to implement and enhance structured finance models and analytics platforms.
• Translates business requirements into model specifications, data frameworks, and analytical methodologies to support security valuation, surveillance, risk analysis, and scenario testing for CMBS, RMBS, and ABS transactions.

Skills

Programming

Education

Master's or PhD in quantitative field

Tools

Python

SQL

C++

Java

Job description

LSEG Evaluated Pricing Service in New York, USA, seeks a highly skilled Securitized Products Evaluator to deliver timely end-of-day valuations for fixed-income securities and derivatives. You will drive quantitative analytics, model validation, and data-driven insight across CMBS, RMBS, ABS, and related securitized products.

Role requires advanced programming experience and familiarity with structured finance data, prepayment risk, collateral performance, and deal-level analytics.