US Non-Agency RMBS Pricing- VP/Director recruitment
An opportunity exists for a Structured Finance expert to join as an evaluator in the Non-agency RMBS pricing team.
- Experience with assessing relative value for Non-Agency securities by analyzing collateral market trends, bond structure, prepayments, variability in bond cashflows, and comparisons with other markets (eg., Agency Pools and Agency CMOs)
- “Reverse engineering” pricing inputs from trading observations/market color.
- Must be able to work within Structured Finance and the broader organization to effectuate change and identify cross-selling or synergistic opportunities.
- Ability to multi-task and enhance the group’s productivity by leveraging automation where applicable
Requirements:
-At least 3 years experience in a trading support, buyside, research, risk management role or pricing role at a financial institution or vendor dealing with RMBS.
-Experience using Intex cashflow models.
-Degree in Finance, Math, Engineering, Economics, or Business preferred. CFA and/or MBA a plus but not required.
-Prior work experience in Non-Agency Trading/Syndication, Research, Portfolio Management, Risk Management/Product Control, or Advisory/Third-party valuations.
May 29, 2012
• Tags: Debt, Director recruitment, Fixed Income careers in the USA, US Non-Agency RMBS Pricing- VP • Posted in: Financial
