Pricing & Valuation Senior
September 8, 2017
* Assist with creating fair value calculations, which include methodologies (how to value), execution, verification and validation.
* Support the product valuation processes by making system improvements, improve process efficiency through automation. Apply standard valuation principles, theories, concepts, and techniques across large amount of investment data.
* Interact with both internal and external stakeholder customers including trading desks, risk management, pricing services and auditors.
* Keep abreast of the fixed income market, think analytically, improve valuation process and adjust to market developments.
* Work under normal supervision, follow established directions and guideline and intelligently resolve problems as they may come up.
* Review work prepared by peers or junior-level staff
* Bachelor degree in Finance, Economics or Engineering and or equivalent experience
* Must have fixed income security and derivative valuation experience. Understand agency MBS market and fundamental valuation principles, including major valuation inputs and risk profile for fixed income securities.
* Must be proficient in one of the following tools – SQL, VBA, SAS, Microstrategy or Dataflux in addition to knowledge of Microsoft Excel and Microsoft Access.
* Demonstrated experience conducting analysis with large dataset in an organized and controlled manner.
* Have some experience of using Bloomberg (including API), Intex, Yieldbook or Anser.
* Secondary mortgage markets experience
* Must have the ability to take initiative, think strategically and solve problems.
* Strong attention to detail