Senior Mortgage Valuation Lead & Model Expert

Point72 Asset Management, L.P; New York (NY); On-site; USD 240,000 - 260,000; Full time

Benefits offered by this job

Fully-paid health care benefits

Generous parental and family leave

Mental and physical wellness programs

Volunteer opportunities

Tuition assistance

401(k) savings program with employer match

Job summary

A leading investment firm seeks a Valuation Team member in New York to manage mortgage-backed securities valuations and oversee market data inputs. Candidates should have over 7 years of experience in mortgage valuation, along with a strong quantitative background and knowledge of derivatives modeling principles. The organization offers a robust benefits package, including fully-paid health care and a competitive salary range of $240,000-$260,000, along with additional bonuses.

Qualifications

• 7+ years of mortgage valuation experience covering agency and non-agency products.
• Strong quantitative or finance background.
• Expertise in derivatives valuation modeling principles.

Responsibilities

• Manage the valuation of mortgage-backed securities and agency MBS.
• Oversee market data inputs to valuation models.
• Perform price testing analysis against counterparty valuations.

Skills

Mortgage valuation experience

Quantitative or finance background

Derivatives valuation modeling principles

Knowledge of financial products and Greeks

Interpersonal and communication skills

Leadership skills

Job description

A leading investment firm seeks a Valuation Team member in New York to manage mortgage-backed securities valuations and oversee market data inputs. Candidates should have over 7 years of experience in mortgage valuation, along with a strong quantitative background and knowledge of derivatives modeling principles. The organization offers a robust benefits package, including fully-paid health care and a competitive salary range of $240,000-$260,000, along with additional bonuses.