Mortgage Valuation Specialist
Core
Manage valuation of mortgage-backed securities, derivatives, and private equity investments for hedge funds and provide P&L for stakeholders.
Role type
Senior IC mortgage valuation specialist
Builds
Investment valuations and P&L reports for hedge fund portfolios
Domain
Finance / Mortgage-backed securities / Derivatives
Required skills
Mortgage-backed securities valuation, Derivatives modeling, Financial product knowledge, Greeks, Model validation, Market data management, Pricing analysis, Documentation, Cross-functional collaboration, Leadership
Preferred skills
None stated
Technologies
Bloomberg, JPM PricingDirect, BofA PriceServe
Responsibilities
Manage valuation of mortgage-backed securities including pools, CMOs, TBA/TBA options, and non-agency products; Oversee market data inputs to valuation models; Perform model validation for new or upgraded valuation models; Perform price testing analysis against third-party pricing vendors; Maintain valuation support documentation; Partner with investment professionals and Risk teams; Collaborate with Technology team to automate valuation processes
Seniority
Senior, hands-on IC with leadership responsibilities