Manage the valuation of mortgage-backed securities, including specified pools, CMOs, TBA/TBA options, and non-agency products.
Oversee market data inputs to valuation models, ensuring compliance with the firm’s valuation policy.
Perform model validation for new or upgraded valuation models supporting new products and system enhancements.
Perform price testing analysis against counterparty valuation and third-party pricing vendors such as Bloomberg, JPM PricingDirect, and BofA PriceServe.
Maintain valuation support documentation to evidence the accuracy of investment valuations.
Partner with investment professionals, Risk, and other supporting teams on pricing, valuation, P&L, and valuation models.
Collaborate with the Technology team to implement valuation setups for new products and automate valuation processes.
What’s required
7+ years of mortgage valuation experience covering agen...
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