Evaluator, Securitized Products
Core
Provide timely and accurate end-of-day evaluations for fixed-income securities and derivatives, specifically Residential Mortgage-Backed Securities (RMBS) and ABS, to support asset managers, banks, and insurers.
Role type
Senior Associate, Fixed Income Evaluator
Builds
End-of-day evaluated prices for RMBS and ABS securities
Domain
Fixed income securities, Mortgage-Backed Securities (RMBS), Asset Valuation
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Fixed income valuation, RMBS market knowledge, Market data analysis, Client relationship management, Analytical skills, Communication
Preferred skills
Python, VBA, SQL
Responsibilities
Daily evaluation of RMBS and ABS securities, Assess fair market value using yield curves and trade prices, Analyze quality control reports, Build and maintain relationships with market participants, Engage with clients through price challenges, Communicate valuation assumptions and methodologies
Seniority
Senior Associate