Sr. Specialist Agency MBS Valuations at S&P Global

New York, New York, United States

S&P Global  Logo
Not SpecifiedCompensation
Senior (5 to 8 years)Experience Level
Full TimeJob Type
UnknownVisa
Financial ServicesIndustries

Requirements

  • 3+ years experience within securitized products
  • Advanced understanding of fixed income markets
  • Strong Excel and technical skills with VBA / SQL
  • Good organizational and time-management skills to adhere to deadlines and deliverables
  • Ability to digest technical information and articulate to all levels in a structured and understandable way
  • Strong communication skills, deal with client price challenges in a professional manner, clearly articulating our methodology and response to inquiries about pricing levels
  • Indefinite right to work in the United States
  • (Preferred) Degree in Finance, Math, Computer Science
  • (Preferred) Experience with Intex Calc and Prepayment Modeling
  • (Preferred) Ability to work independently while still interacting within an integrated team structure

Responsibilities

  • Evaluate and generate cash flows and prices of Agency Pools on a daily basis using internal and industry tools
  • Help lead and mentor the broader team on fixed income markets and pricing concepts
  • Utilize market color and information from Markit Parsing to better our pricing offering and accurately reflect changes in the market by adjusting assumptions and refining inputs
  • Adjust daily pricing assumptions to reflect security performance in current market conditions
  • Work with the Markit development team to build out and improve daily processes and enhance internal systems
  • Automate processes, design reports and write querying logic to provide insight, transparency and efficiency to the valuations business
  • Assess relative value for securities by analyzing collateral market trends, prepayments, defaults, severity, variability in bond cashflows, and comparisons with other markets
  • Handle customer queries on pricing, methodology and other related matters
  • Work within Securitized Products and the broader organization to effectuate change and identify cross-selling or synergistic opportunities

Skills

Agency MBS
CMO Pricing
Cash Flow Modeling
Prepayment Analysis
Fixed Income Pricing
Automation
SQL Querying
Process Development
Risk Management
Data Analysis

S&P Global

Provides financial information and analytics services

About S&P Global

S&P Global provides financial information and analytics to a wide range of clients, including investors, corporations, and governments. The company offers services such as credit ratings, market intelligence, and indices, which help clients understand and navigate the global financial market. S&P Global's products work by utilizing advanced data analytics and research to deliver insights that assist clients in making informed decisions and managing risks. Unlike many competitors, S&P Global has a diverse range of divisions, including S&P Global Ratings and S&P Dow Jones Indices, which allows it to cater to various financial needs. The company's goal is to support clients in driving growth while also committing to corporate responsibility and positive societal impact.

New York City, New YorkHeadquarters
1917Year Founded
IPOCompany Stage
Data & Analytics, Financial ServicesIndustries
10,001+Employees

Benefits

Health Insurance
Unlimited Paid Time Off
Professional Development Budget
401(k) Company Match
Family Planning Benefits
Employee Discounts

Risks

Integration challenges with new acquisitions like ProntoNLP may cause operational issues.
Increased competition from AI-driven platforms like Brooklyn Investment Group.
Dependence on volatile credit ratings market could impact revenue stability.

Differentiation

S&P Global integrates advanced AI tools for superior financial analytics capabilities.
The company offers comprehensive ESG solutions, meeting growing sustainability demands.
S&P Global's diverse divisions provide a wide range of financial services globally.

Upsides

Acquisition of ProntoNLP boosts data analytics and sentiment scoring capabilities.
Rising demand for ESG data enhances S&P Global's market position.
Expansion into India strengthens S&P Global's research and insights offerings.

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