Senior Valuations Lead, Securitized Products

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 is an independent, global evaluated pricing source covering over 3.0 million fixed income securities and derivatives. Coverage spans all major financial markets and prices are available at multiple times daily. Our evaluated prices, which provide detailed clarity and market insight, are designed to support asset managers, custodian banks, mutual funds, investment banks, accounting firms, and financial research providers.

The Pricing Service staff consists of over 130 fixed income professionals and support staff in 10 locations: New York, London, Paris, Tokyo, Singapore, Sydney, Bangalore, Mumbai, Gdynia, and Costa Rica. Our experienced evaluators apply consistent and transparent pricing methodologies, incorporating observable market data and standard market convention practices.

Securitized Products Evaluator at Refinitiv Evaluated Pricing Service is responsible for providing timely and accurate end-of-day evaluations on fixed-income securities and derivatives. Evaluations are used by banks, brokerage houses, insurance companies, and asset managers for client statements, research, risk analysis, and portfolio value.

Role Responsibilities & Key Accountabilities:

• 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.

Qualifications & Experience:

• 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.

Career Stage:

Manager

Compensation/Benefits Information:

LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $170,000 - $283,300. Please be aware base salary ranges may vary by geographic location, city and state. In addition to our offered base salary, this role is eligible for our Annual Incentive Plan (AIP/"bonus plan"). Target AIP rates will be commensurate with role level and posted career stage. Individual salary will be reflective of job related knowledge, skills and equivalent experience. LSEG roles (excluding internships and part-time roles of less than 20 hours per week) are typically eligible for inclusion in our LSEG Benefits program, which includes offerings of:

• Annual Wellness Allowance
• Paid time-off
• Medical
• Dental
• Vision
• Flex Spending & Health Savings Options
• Prescription Drug plan
• 401(K) Savings Plan
• Company match
• basic life insurance
• disability benefits
• emergency backup dependent care
• adoption assistance
• commuter assistance

London Stock Exchange Group (LSEG) Information:

Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you.

LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth.

Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions.

Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce.

We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs.

You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering.

LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.