DESCRIPTION:
Duties: Conduct market surveillance in mortgage-backed securities (MBS) structured finance and structured finance derivatives. Own daily generation of securities valuations for multiple market closes including market data collection and analysis, price generation, quality control, and client interaction. Coordinate with market participants, including portfolio managers, risk managers, trading desks, and other front office personnel on all aspects of daily pricing and the challenge process. Perform data analysis, including incorporating market information into the valuation systems and analyze the assumptions used, the resulting output, and the validity as compared to market observations. Develop and enhance pricing methodologies and matrices. Examine and develop new areas of product growth through independent self-guided research, interactions with clients, trading desks, research professionals, and technology teams. Analyze and extract market information and trends usi...