Senior Lead, Structured Finance Valuations & Analytics

London Stock Exchange Group; New York (NY); Sur place; USD 170 000 - 283 000; Plein temps

Avantages offerts par ce poste

Annual Wellness Allowance

Paid time-off

Medical

Dental

Vision

401(K) Savings Plan

Company match

Wellbeing initiatives

Résumé du poste

London Stock Exchange Group (LSEG) Evaluated Pricing Service is seeking a Securitized Products Evaluator to deliver timely, accurate end-of-day evaluations on fixed-income securities and derivatives. You will work with CMBS/RMBS/ABS analytics and collaborate across Product, Development, Sales, and Research to enhance pricing platforms.

The role requires advanced programming skills and a strong background in structured finance analytics, with opportunities to lead and mentor a team in a dynamic,

Qualifications

• Master’s degree or PhD in a quantitative field or equivalent.
• Significant experience in programming.
• Moderate experience in a Quantitative, Data Science and/or Research related role.

Responsabilités

• Contributes to development, validation, and enhancement of quantitative models and analytics for CMBS, RMBS, ABS, and other securitized products.
• Supports cash flow, collateral, credit, prepayment, default, severity, and valuation analytics used by investors and market participants in structured finance.
• Responds to inquiries related to structured finance model methodology, collateral performance, and deal-level analytics.
• Develops strong understanding of securitized products and maintains advanced expertise in CMBS, RMBS, consumer ABS, CLOs, or esoteric ABS.
• Builds and maintains relationships with issuers, investors, servicers, trustees, asset managers, and broker-dealers in structured finance.
• Reviews and validates analytical work to ensure modeling consistency and data integrity.
• Partners with Product, Development, Sales, and Research teams to deliver analytics and market solutions.
• Manages team members and supports performance management and development.
• Uses programming and analytics tools (Python, SQL, C++, Java) to implement models and analytics platforms.
• Translates business requirements into model specs, data frameworks, and methodologies for valuation, surveillance, risk analysis, and scenario testing.

Connaissances

Python

SQL

C++

Java

Formation

Master’s Degree or Ph.D. in a quantitative field

Description du poste

London Stock Exchange Group (LSEG) Evaluated Pricing Service is seeking a Securitized Products Evaluator to deliver timely, accurate end-of-day evaluations on fixed-income securities and derivatives. You will work with CMBS/RMBS/ABS analytics and collaborate across Product, Development, Sales, and Research to enhance pricing platforms.

The role requires advanced programming skills and a strong background in structured finance analytics, with opportunities to lead and mentor a team in a dynamic,