Senior Valuations Lead, Securitized Products

About the role

LSEG's Evaluated Pricing Service is an independent global source of evaluated prices for over 3 million fixed income securities and derivatives, serving asset managers, custodians, mutual funds, investment banks, accounting firms and research providers. The Senior Valuations Lead, Securitized Products, works within the structured finance evaluation function and is responsible for timely and accurate end-of-day evaluations of fixed-income securities and derivatives used by banks, brokers, insurers and asset managers for client statements, research, risk analysis and portfolio value.

Key responsibilities

• Contribute to the development, validation and enhancement of quantitative models, analytics and information products for CMBS, RMBS, ABS and other securitized products.
• Support cash flow, collateral, credit, prepayment, default, severity and valuation analytics used by investors and market participants in structured finance.
• Respond to internal and external inquiries on model methodology, assumptions, collateral performance and deal-level analytics.
• Build deep expertise in securitized products and maintain advanced knowledge in areas such as CMBS, RMBS, consumer ABS, CLOs or esoteric ABS.
• Build relationships with issuers, investors, servicers, trustees, asset managers and broker-dealers in structured finance.
• Review and validate the analytical work of Senior Associates and Associates, ensuring consistency in modeling and data integrity.
• Partner with Product, Development, Sales and Research teams to deliver structured finance analytics and market solutions.
• Manage team members and support performance management, coaching and professional development where applicable.
• Use advanced programming and analytical tools (e.g. Python, SQL, C++, Java) to implement and improve structured finance models and analytics platforms.
• Translate business requirements into model specifications, data frameworks and analytical methodologies for security valuation, surveillance, risk analysis and scenario testing.

Required profile

• 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.
• Career stage: Manager.

Required skills

• Programming languages such as Python, SQL, C++ and Java.
• Quantitative modeling and analytics for structured finance.

What we offer

• Anticipated base salary of $170,000 - $283,300, varying by location, plus eligibility for the Annual Incentive Plan (bonus).
• Benefits program including wellness allowance, paid time off, medical, dental, vision, flex spending and health savings options, prescription drug plan, 401(k) with company match, and life insurance and disability benefits.