BVAL Evaluator - Agency MBS

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New York, NY

Posted Oct 20, 2022 - Requisition No. 110627

We are Bloomberg Enterprise Data - fast paced, innovative and expanding! We partner closely with our clients, taking time to understand their unique businesses and individual data and financial technology (FinTech) needs. Our endless selection of datasets, covering all asset types, with multiple delivery technologies and flexible scheduling enables our clients to get exactly the data they need, when they need it, in the format they prefer. Put simply, our award-winning data powers the capital markets. 
 
What is BVAL? 
Bloomberg's Evaluated Pricing (BVAL) business is a market leader in fixed income pricing and the pricing provider to the Bloomberg Indices. BVAL prices over 2.5 million bonds, multiple times daily for clients across buy side, sell side and custodial clients. Mutual funds, money managers, hedge funds, internal pricing groups, and auditors rely on BVAL to establish fair and independent fixed income asset valuations. We are known for:  

  • Transparent methodologies that aid clients in the full investment lifecycle  
  • Pricing data provided how and when clients want it  
  • Legendary customer support  
  •  
    The most respected capital markets firms across the globe are BVAL clients, and we continue to grow annually. 
     
    The Role: 
    The BVAL Evaluators are capital markets experts responsible for employing relevant, innovative, and leading-edge valuation models that use Bloomberg's in-house analytics to provide high-quality data for the front, middle office, and operations. We are seeking a valuation specialist for Agency Mortgage-Backed Securities (MBS) markets including Fixed Rate Specified Pools and TBAs to help advance the BVAL offering, provide accurate pricing, and excellent service to BVAL clients. 
     
    We'll trust you to: 
  • Design and support valuation models and systems to provide clients with evaluated prices for Agency MBS markets including TBAs, Fixed Rate Specified Pools, and Agency Collateralized Mortgage Obligations (CMOs) 
  • Work closely with other BVAL team members, business development, and Research & Development to enhance and maintain BVAL pricing models 
  • Assist clients who use BVAL prices for NAV, P&L and/or risk analytic purposes 
  • Partner with sales in presenting the BVAL service to our clients 
  • Discuss complex valuation models and pricing questions with colleagues and clients 
  •  
    You’ll need to have: 
  • A minimum of 5 years of market experience in Agency MBS markets from a trading, portfolio management, securities valuations, or research background 
  • Demonstrated experience learning and navigating complex systems, including databases and analytical models 
  • Advanced Microsoft Excel skills including experience in data analysis 
  • Knowledge of bond structures, market drivers, fixed income analytics, and pricing approaches 
  • Demonstrate experience articulating complex valuation models in a clear and concise manner with internal and external constituents 
  •  
    We’d love to see: 
  • Knowledge of the Bloomberg terminal 
  • Advanced technical skills such as VBA (Visual Basic for Applications) and/or Python 
  •  
    Does this sound like you? 
    Apply if you think we're a good match and we'll get in touch with you to let you know next steps. In the meantime, check out http://www.bloomberg.com/professional. Enterprise Data page: https://data.bloomberg.com/ 
    Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, color, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or maternity/parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law. 
    Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email amer_recruit@bloomberg.net. 
     


Salary Range: 160,000 - 210,000 USD Annually + Benefits + Bonus

The referenced salary range is based on the Company's good faith belief at the time of posting. Actual compensation may vary based on factors such as geographic location, work experience, market conditions, education/training and skill level.

We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards that may include merit increases, incentive compensation [Exempt roles only], paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) +match, life insurance, and various wellness programs, among others. The Company does not provide benefits directly to contingent workers/contractors and interns.

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