BVAL Evaluator - Agency MBS

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New York, NY

Posted Jun 29, 2022 - Requisition No. 104929

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 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 CMOs
  • 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:

  • A minimum of five years of market experience in Agency MBS markets from a trading, portfolio management, securities valuations or research background
  • Strong technical abilities with demonstrated experience learning and navigating complex systems, including databases and analytical models
  • Experience with fixed income analytics and pricing methods
  • Advanced Microsoft Excel skills including experience in data analysis
  • Strong knowledge of bond structures, market drivers, fixed income analytics, and pricing approaches
  • Ability to articulate complex valuation models in a clear and concise manner with internal and external constituents
  • Legal authorization to work full-time in the United States and will not require visa sponsorship now or in the future

We’d love to see:

  • Experience trading, investing or analysis of Agency MBS including Fixed Rate Specified Pools and TBAs
  • 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

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/

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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