Description
The Securitized Products Evaluator role at Refinitiv Evaluated Pricing Service involves providing timely and accurate end-of-day evaluations on fixed-income securities and derivatives.
Responsibilities and key accountabilities include:
- Contributing to the development, validation, and enhancement of quantitative models, analytics, and information products supporting CMBS, RMBS, ABS, and other securitized products.
- Supporting the development of cash flow, collateral, credit, prepayment, default, severity, and valuation analytics used by investors and market participants in structured finance.
- Responding to internal and external inquiries related to structured finance model methodology, assumptions, collateral performance, and deal-level analytics.
- Developing a strong understanding of securitized products and maintaining advanced expertise in specific sectors such as CMBS, RMBS, consumer ABS, CLOs, or esoteric ABS.
- Building and maintaining relationships with issuers, investors, servicers, trustees, asset managers, and broker-dealers active in the structured finance market.
- Reviewing and validating analytical work performed by Senior Associates and Associates, ensuring consistency in modeling approaches and data integrity.
- Partnering closely with Product, Development, Sales, and Research teams to ensure the successful delivery of structured finance analytics and market solutions.
- Managing team members and supporting performance management, coaching, and professional development where applicable.
- Utilizing advanced programming and analytical technologies (e.g., Python, SQL, C++, Java) to implement and enhance structured finance models and analytics platforms.
- Translating 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.
The ideal candidate will have:
- 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.
In terms of compensation and benefits, LSEG offers a competitive package, including:
- Anticipated base salary: $170,000 - $283,300
- Annual Incentive Plan (AIP/"bonus plan")
- LSEG Benefits program, which includes offerings of: 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, etc.