Role details

Securitized Products Pricing Analyst

New York   •  Permanent

Bullet points

  • Securitized Products Pricing Analyst
  • Top Tier Market Data & Intelligence Provider

About Our Client

Top Tier Market Data & Intelligence Provider

Job Description

  • Evaluate and generate cash flows and prices of Mortgage Backed Securities (MBS) on a daily basis using internal and industry tools.
  • Utilize market color and information to better our pricing offering and accurately reflect changes in the market by adjusting assumptions and refining inputs
  • Adjust daily pricing assumptions to reflect security performance in current market conditions
  • Assess relative value for securities by analyzing collateral market trends, prepayments, defaults, severity, OAS, variability in bond cashflows, and comparisons with other markets
  • Review and create weekly research on Securitized Products and subsequently apply findings to pricing methodology and assumptions.
  • Handle customer queries on pricing, methodology and other related matters
  • Ability to work within Securitized Products and the broader organization to effectuate change and identify cross-selling or synergistic opportunities
  • Ability to multi-task and enhance the group's productivity by leveraging automation where applicable
  • Work with the internal development team to build out and improve daily processes and enhance internal systems

The Successful Applicant

  • Degree in Finance, Math, Engineering, Accounting, Economics is preferred.
  • CFA or MBA a plus but not required
  • Strong Excel and technical skills are mandatory
  • Prior background in securitized products or fixed income is preferred
  • Prior experience with Intex Calc & SQL Strongly preferred, Trpp, eMBS, Andrew Davidson, Markit a plus
  • VBA / SQL a plus but not required
  • 2-6 years of related job experience

What's on Offer

Competitive Base Salary + discretionary bonus

Apply for this job

Click the Apply or LinkedIn button below or contact Joseph Pannullo quoting job reference 1194431
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