Senior Valuations Lead, Securitized Products

LSEG•New York, NY

1d•$170,000 - $283,300•Remote

About The Position

The 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. These evaluations are crucial for banks, brokerage houses, insurance companies, and asset managers, serving purposes such as client statements, research, risk analysis, and portfolio valuation. The role involves contributing to the development, validation, and enhancement of quantitative models and analytics for various securitized products including CMBS, RMBS, ABS, and CLOs. It also requires responding to inquiries regarding model methodology, assumptions, and collateral performance, as well as building relationships within the structured finance market. The position involves reviewing analytical work, partnering with internal teams, and potentially managing team members. Advanced programming and analytical technologies are utilized to implement and enhance models and platforms, translating business requirements into model specifications and analytical methodologies.

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.

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.