Global Pricing Service Provider seeks an ABS Evaluator as part of its expanding Fixed Income Valuation division.
Evaluators are assigned to asset classes in each region within the Pricing Service: Governments, IG Corporates, High Yield, Bank Loans, Munis, Securitized Products (MBS, RMBS, CMBS, CLO/CDO), Derivaties, Compliance/Operational Risks & Controls, and Customer Service.
This role requires the Evaluator to evaluate fixed income securities with a focus on Securitized Products such as RMBS, CMBS and other ABS structures. It involves following financial markets, collaborate with 3rd party cash flow modelling provider, making use of big data sets to create meaningful trends/themes, design methodologies and ultimately make use of advanced technologies to evaluate bonds. Knowledge of securitisation in combination with programming skills is key to be successful in this position.
Perform analysis on ABS issues, resulting in consistent, accurate and defensible evaluated prices
Aggregate, assess and apply market color and trade data that directly impact our evaluations
Analyse underlying collateral performance and deal structure
Perform quality control checks to insure pricing accuracy
Interact with clients to discuss broad market dynamics and specific challenges about fluctuations in prices
Apply technologies to develop proprietary models and enhance end-to-end valuation practices
Work with Research & Analytics team to innovate and automate existing models to ensure new methodologies are scalable and meet market standard
Bachelor's degree in a related field such as Finance, Economics or Quantitative Finance
Knowledge of fixed income markets and securitisation structures
Advanced knowledge of programming language(s) e.g. Excel VBA, Python, Machine Learning, AI
Ability to independently research and apply complex concepts in a real-world context
Strong problem-solving skills are crucial and must have the ability to handle multiple tasks simultaneously
Morgan McKinley is acting as an Employment Agency in relation to this vacancy.
Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.
Internal Number: 6231278
About Morgan McKinley
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