BVAL (Bloomberg's Evaluated Pricing Service) Evaluator - Agency Structured Products
Used Tools & Technologies
Not specified
Required Skills & Competences
Tag name is followed by "@" symbol and proficiency level value.
About proficiency levels:
- 1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;
- 3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;
- 7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;
- 10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.
Python @ 3
SQL @ 3
Communication @ 3
Product Management @ 3
Data Visualization @ 3
Data Modeling @ 6
- 1-2 — basic awareness. Minimal hands-on experience, and a rudimentary understanding of the technology's purpose;
- 3-6 — daily use. Comfortable and regular usage, capable of handling common tasks and challenges related to the technology;
- 7-9 — you are an expert, you can teach others, you know all the pitfalls and tricks;
- 10 — exceptional knowledge, comprehensive understanding, and adeptness in all aspects of the technology, including advanced problem-solving. Think twice before claiming or demanding such level.
Details
Bloomberg’s Evaluated Pricing Service (BVAL) provides transparent and accurate valuations for fixed income and derivative instruments used by mutual funds, hedge funds, money managers, internal pricing teams, and auditors. The Agency Structured Products Evaluator will serve as a sector expert on Agency MBS markets (including Agency CMOs: fixed, floaters and derivatives), producing high-quality pricing data and working with cross-functional teams to advance BVAL’s offering.
Location: New York
Responsibilities
- Leverage market expertise, BVAL’s data-driven framework, and relative-value analysis to produce accurate pricing for Agency MBS and CMOs.
- Support valuations for Agency MBS markets including Agency CMOs (Fixed, Floaters and Derivatives).
- Work with internal engineering teams to design, maintain, and enhance valuation models and related systems.
- Partner with Product Management and Sales to expand BVAL’s Securitized Products offering.
- Engage directly with clients and internal stakeholders to discuss market dynamics, model assumptions, pricing methodologies, and product features.
Requirements
- 5+ years of market experience in Agency CMOs / Agency MBS markets; background in trading, portfolio management, research, structuring, or valuations preferred.
- Proven expertise in fixed income pricing and analytics.
- Demonstrated ability to work with complex systems and models, including databases and in-house analytics.
- Advanced Microsoft Excel skills and experience with data modeling.
- Familiarity with Bloomberg Terminal tools and functionality.
- Experience with one or more of: Python, VBA, SQL and/or data visualization tools (example: Superset).
- Excellent communication skills; ability to present sophisticated concepts to technical and non-technical audiences.
Compensation & Benefits
Salary Range: 160000 - 210000 USD annually + Benefits + Bonus
The company offers a comprehensive benefits package that may include merit increases, incentive compensation (exempt roles only), paid holidays, paid time off, medical, dental, vision, short and long term disability, 401(k) with match, life insurance, and wellness programs. (Company does not provide benefits directly to contingent workers/contractors and interns.)