Senior Valuations Lead, Securitized Products

Securitized Products Evaluator at Refinitiv Evaluated Pricing Service is responsible for providing timely and accurate end-of-day evaluations on fixed-income securities and derivatives. Evaluations are used by banks, brokerage houses, insurance companies, and asset managers for client statements, research, risk analysis, and portfolio value.

Responsibilities

Contributes to the development, validation, and enhancement of quantitative models, analytics, and information products supporting CMBS, RMBS, ABS, and other securitized products; Supports the development of cash flow, collateral, credit, prepayment, default, severity, and valuation analytics used by investors and market participants in structured finance; Responds to internal and external inquiries related to structured finance model methodology, assumptions, collateral performance, and deal-level analytics; Develops a strong understanding of securitized products and maintains advanced expertise in specific sectors such as CMBS, RMBS, consumer ABS, CLOs, or esoteric ABS; Builds and maintains relationships with issuers, investors, servicers, trustees, asset managers, and broker-dealers active in the structured finance market; Reviews and validates analytical work performed by Senior Associates and Associates, ensuring consistency in modeling approaches and data integrity; Partners closely with Product, Development, Sales, and Research teams to ensure the successful delivery of structured finance analytics and market solutions; Manages team members and supports performance management, coaching, and professional development where applicable; Utilizes advanced programming and analytical technologies (e.g., Python, SQL, C++, Java) to implement and enhance structured finance models and analytics platforms; Translates business requirements into model specifications, data frameworks, and analytical methodologies to support security valuation, surveillance, risk analysis, and scenario testing for CMBS, RMBS, and ABS transactions

Requirements

Master's Degree or Ph.D. in a quantitative field or equivalent; Significant experience in programming; Moderate experience in a Quantitative, Data Science and/or Research related role

Benefits

Annual Incentive Plan (AIP) bonus eligibility; Annual Wellness Allowance; Paid time-off; Medical; Dental; Vision; Flex Spending & Health Savings Options; Prescription Drug plan; 401(K) Savings Plan and Company match; Basic life insurance; Disability benefits; Emergency backup dependent care; Adoption assistance; Commuter assistance; Paid volunteering days; Wellbeing initiatives