Senior Valuations Lead, Structured Finance Analytics

LSEG; New York (NY); Presencial; USD 170 000 - 283 000; Tempo integral

Vantagens oferecidas por esta oferta de emprego

Annual Wellness Allowance

Paid time-off

Medical Insurance

Dental Insurance

Vision Insurance

Flex Spending & Health Savings Options

401(k) Savings Plan and Company match

Life Insurance

Resumo da oferta

LSEG Evaluated Pricing Service is a global pricing source for fixed income securities and derivatives, with a staff of over 130 professionals across 10 locations. The Securitized Products Evaluator role focuses on timely end-of-day evaluations and analytics used by banks, asset managers, and other market participants.

Responsibilities include developing quantitative models, analytics for securitized products, and collaboration with Product, Development, Sales, and Research teams.

Qualificações

• 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.

Responsabilidades

• 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.

Conhecimentos

Programming experience

Quantitative/Data Science

Analytical thinking

Formação académica

Master’s or Ph.D. in quantitative field

Ferramentas

Python

SQL

C++

Java

Descrição da oferta de emprego

LSEG Evaluated Pricing Service is a global pricing source for fixed income securities and derivatives, with a staff of over 130 professionals across 10 locations. The Securitized Products Evaluator role focuses on timely end-of-day evaluations and analytics used by banks, asset managers, and other market participants.

Responsibilities include developing quantitative models, analytics for securitized products, and collaboration with Product, Development, Sales, and Research teams.