BVAL Mortgage Evaluator - Agency CMO's

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New York, NY

Posted Jan 18, 2024 - Requisition No. 115207

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 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 MBS markets including Agency CMOs and CMO Derivatives 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 Agency CMOs and CMO Derivatives 
  • 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: 
     
  • 5+ years of market experience in Agency MBS markets from a trading, portfolio management, securities valuations or research background* 
  • Demonstrated experience with fixed income analytics and pricing methods 
  • Advanced Microsoft Excel skills including experience in data analysis 
  • Proven knowledge of bond structures, market drivers, fixed income analytics, and pricing approaches 
  •  
    We’d love to see: 
     
  • Experience trading, investing or analysis of Agency MBS including Agency CMOs and CMO Derivatives 
  • Strong technical abilities with demonstrated experience learning and navigating complex systems, including databases and analytical models 
  • Ability to articulate complex valuation models in a clear and concise manner with internal and external constituents 
  • Knowledge of the Bloomberg terminal 
  • Advanced technical skills such as VBA and/or Python 
  • Direct or indirect experience working with engineers in a time-sensitive environment 
  •  
    *Please note we use years of experience as a guide, but we will certainly consider applications from all candidates who are able to demonstrate the skills necessary for the role. 
     
    If this sounds 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 https://www.bloomberg.com/professional/ 
    We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status. 
     


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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