BVAL Mortgage Evaluator – CMBS

Careers at Bloomberg

New York

Posted Dec 13, 2016 - Requisition No. 56139

Bloomberg’s evaluated pricing service, BVAL, provides increased transparency through accurate pricing of fixed income and derivatives instruments. Mutual funds, money managers, hedge funds, internal pricing groups, and auditors rely on BVAL to establish fair and independent fixed income asset valuations.

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’ll trust you to:

  • Design and support valuation models and systems to provide clients with evaluated prices for Non-Agency CMBS/Commercial Real Estate Loans across all sectors including SASBs, Conduits, and Large Loan Floaters
  • Work closely with other BVAL team members, business development, and R&D 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:

  • Five or more years of experience in Non-Agency CMBS/Loan Analysis
  • Deep knowledge of commercial real estate loan analysis and CMBS structures
  • Experience with loan level data analysis
  • Knowledge of default and prepayment models
  • Experience with fixed income analytics and pricing methods
  • Proficiency in analyzing large datasets and fundamental knowledge of statistics
  • Ability to articulate complex valuation models in a clear and concise manner with internal and external constituents
  • Strong Microsoft Excel skills

We’d love to see:

  • Experience pricing CMBS
  • Knowledge of the Bloomberg terminal
  • Experience with code testing in a time-sensitive environment
  • Experience with using Python, SQL, Excel VBA
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