ABS Valuation and Pricing Analyst

Competitive
Permanent
London
31 Jul 2019
BBBH737742

Global Pricing Service Provider seeks an ABS Evaluator as part of its expanding Fixed Income Valuation division.

Role Description

Evaluators are assigned to asset classes in each region within the Pricing Service: Governments, IG Corporates, High Yield, Bank Loans, Munis, Securitized Products (MBS, RMBS, CMBS, CLO/CDO), Derivaties, Compliance/Operational Risks & Controls, and Customer Service.

This role requires the Evaluator to evaluate fixed income securities with a focus on Securitized Products such as RMBS, CMBS and other ABS structures. It involves following financial markets, collaborate with 3rd party cash flow modelling provider, making use of big data sets to create meaningful trends/themes, design methodologies and ultimately make use of advanced technologies to evaluate bonds. Knowledge of securitisation in combination with programming skills is key to be successful in this position.

Responsibilities

  • Perform analysis on ABS issues, resulting in consistent, accurate and defensible evaluated prices
  • Aggregate, assess and apply market color and trade data that directly impact our evaluations
  • Analyse underlying collateral performance and deal structure
  • Perform quality control checks to insure pricing accuracy
  • Interact with clients to discuss broad market dynamics and specific challenges about fluctuations in prices
  • Apply technologies to develop proprietary models and enhance end-to-end valuation practices
  • Work with Research & Analytics team to innovate and automate existing models to ensure new methodologies are scalable and meet market standard

Qualifications

  • Bachelor's degree in a related field such as Finance, Economics or Quantitative Finance
  • Knowledge of fixed income markets and securitisation structures
  • Advanced knowledge of programming language(s) e.g. Excel VBA, Python, Machine Learning, AI
  • Ability to independently research and apply complex concepts in a real-world context
  • Strong problem-solving skills are crucial and must have the ability to handle multiple tasks simultaneously

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.

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London
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Competitive
Alex Riedl's picture
Senior Consultant | Risk Management Recruitment
London + 44 20 7092 0103 | ariedl@morganmckinley.co.uk