Senior Valuations Lead — Securitized Finance Analytics

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

Benefits offered by this job

Annual Incentive Plan (AIP)

401(k) with company match

Healthcare benefits

Job summary

LSEG Evaluated Pricing Service provides end-of-day evaluations for fixed-income securities and derivatives, supporting asset managers, banks and research providers worldwide. The Securitized Products Evaluator role focuses on pricing analytics for CMBS, RMBS and ABS with advanced programming and data skills.

The team collaborates across Product, Development, Sales and Research, applying transparent methodologies and market conventions to deliver reliable, timely valuations.

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 development, validation, and enhancement of quantitative models and analytics for securitized products (CMBS, RMBS, ABS).
• Supports cash flow, collateral, credit, prepayment, default, severity, and valuation analytics.
• Responds to inquiries related to structured finance model methodology and data.
• Develops understanding of securitized products and expertise in CMBS/RMBS/ABS sectors.
• Builds relationships with issuers, investors, servicers, trustees, asset managers and broker-dealers.
• Reviews analytical work for consistency and data integrity.

Skills

Programming experience

Quantitative/Data Science

Research experience

Education

Master’s or PhD in a quantitative field

Tools

Python

SQL

C++

Java

Job description

LSEG Evaluated Pricing Service provides end-of-day evaluations for fixed-income securities and derivatives, supporting asset managers, banks and research providers worldwide. The Securitized Products Evaluator role focuses on pricing analytics for CMBS, RMBS and ABS with advanced programming and data skills.

The team collaborates across Product, Development, Sales and Research, applying transparent methodologies and market conventions to deliver reliable, timely valuations.