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 are seeking a valuation specialist for Non-Agency RMBS to help advance the BVAL offering, provide accurate pricing, and excellent service to BVAL clients.
We’ll Trust You To
- Design and support bond valuation models in the Non-Agency RMBS market (Legacy, 2.0, CRT, NPL/RPL, Second Liens, RTL).
- Work closely with other BVAL team members, business development, and R&D to develop innovative models and enhance our Securitized Products offering
- Discuss markets, complex valuation models, pricing, and questions with colleagues and clients
- Partner with Sales in presenting the BVAL service to our clients
You'll Need To Have
- 5+ years of market experience in Non-Agency RMBS markets from a trading, structuring, 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
- Advanced technical skills such as Python and/or VBA
- Experience trading or investing in Non-Agency RMBS
- Strong technical abilities with demonstrated experience learning and navigating complex systems, including databases and analytical models
- Knowledge of the Bloomberg terminal
