Vice President, Independent Product Valuations
Opportunity to join a growing IPV team
Securitized Product Knowledge (RMBS, CMBS, MBS)
About Our Client
My client is a Leading Global Bank, located in Midtown Manhattan.
MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.
- Verify desk prices for an array of securities, such as agency CMBS products, RMBS, ABS, and Whole Loans for the US Markets.
- Month-end testing,review new deals, improve existing methodologies while researching and implementing new ones, ad hoc pricing projects.
- Liaise with senior management within trading, risk, product control, model validation, and other groups.
- Additional duties involve preparing a monthly summary report for senior management and conducting monthly valuation meetings where this information is presented.
The Successful Applicant
The Successful Candidate:
- SME in securitized products and strong understanding of pricing methodologies for these products
- Ability to delve into pricing models
- MS in quantitative field preferred, such as Financial Engineering, Physics, Math, or Economics
What's on Offer
Competitive Base Salary, Bonus, and Benefits.