Senior Securitized Products Evaluator

Fixed Income & Securitized Products Valuation Contract Location: NYC, NY Hybrid (3 days in office) Direct Client

Top skills:
Yield Book, Excel, VBA, SQL, Python

Fixed Income & Securitized Products Valuation
Yield Curve & Market Data Analysis
Fair Value Pricing Models & Risk Assessment
Client Communication & Relationship Management
Advanced Data Analytics (Excel, VBA/SQL/Python)

A Senior Securitized Products Evaluator at Refinitiv s Evaluated Pricing Service is responsible for providing timely and accurate valuations for securitized products. Valuations are used by asset managers, investment banks, mutual fund administrators, custodians, and retail brokerage for client reporting, research, risk analysis, and portfolio valuation.
Responsibilities:
The Senior Evaluator will have five major responsibilities:

• Daily evaluation of fixed income securities
• Creating and maintaining market contacts
• Client service for existing and prospective customers
• System design and research
• Training of junior staff

The Senior Securitized Products Evaluator applies specialized expertise in the assessment of fair market value for securitized products. Evaluators assess the inherent risk of these securities through the observation of yield curve movement, prepayment forecasts, collateral performance, trade prices, broker quotes, and market news. Evaluators must also analyse various quality control reports to ensure valuation accuracy. The Senior Evaluator will have direct communication with Pricing Service customers. This involves client presentations, deep dive bond analysis, and price challenge responses. The Senior Evaluator must be able to represent the Pricing Service organization by clearly communicating valuation models and asset class methodologies.

Senior Evaluators in the Pricing Service will work directly with the research and analytics team to identify system, process, methodology, and model enhancements. These improvements are necessary to meet stakeholder expectations in the following areas:

• Regulatory requirements
• Coverage and accuracy
• Automation and transparency
• Customer service

Senior Evaluators are responsible for training and mentoring junior staff in all aspects of the valuation process, especially entry level staff in all Refinitiv locations. Training topics cover day to day operations, market practices, and valuation techniques. They will also assist in the documentation of training manuals.
Summary of Responsibilities

• Perform fair value analysis on Securitized Products resulting in consistent, accurate and defensible evaluated prices
• Aggregate, assess, and apply market color and trade data that directly impact our valuations
• Maintain appropriate spread relationships among the waterfall of rated securities
• Perform quality control checks to ensure pricing accuracy
• Contribute to the initiatives to improve the efficiency of production processes
• Support sales and account management teams with pre- and post-sales client calls
• Communicate to clients our methodology, models, and inputs for pricing a particular security
• Adhere to QA procedures, data operations standards, and current policies and procedures
• Respond to inquiries from our clients while providing a top-level customer experience
• Cultivate and maintain close contacts with the dealer community to obtain market insights and gain transparency

Requirements

• Bachelor's degree in a related field such as Finance, Economics, or Quantitative Finance
• 5 years working experience in the Securitized Products valuations; deep domain expertise in asset-type specific methodology/analytics
• Use of Yield Book is a plus
• Ability to communicate professionally and effectively both face to face and via telephone
• Excellent data analytics skills and highly proficient in Excel
• Able to work independently and as part of a team
• Strong quantitative and analytical skills with an emphasis on fixed income mathematics
• Creative and innovative thinker
• VBA, SQL and/or Python programming experience a plus