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Bank Of America Valuation Analyst - Global Banking Markets United States, New York, New York 683626655
Job Description
The Global Banking and Markets CFO Group has an opening for a Valuation Analyst in the Mortgages Price Verification Group. The PVG team is responsible for developing and maintaining valuation methodology, tools and techniques used in independent price verification and fair value assessment. As a valuation analyst, you will contribute to the development and implementation of the independent price verification of mortgage backed securities and loans.
Key Responsibilities:
Verify trader valuations for Mortgage Backed, Asset Backed and/or Commercial Mortgage Backed Securities and loans
Partner with Global Valuations Group, Quantitative Strategies Group, Markets Technology and Market Risk to enhance current IPV methods
Research, develop and incorporate existing and emerging market data sources into IPV processes with a focus on fair value and understanding valuation uncertainty
Identify, prioritize, refine and execute on business requirements that add value, improve the firm’s control infrastructure and analytical tool
Serve as an SME in product knowledge for mortgage backed securities and loans trading
Enterprise Role Overview
Responsible for the price testing methodology of complex instruments / risks. Works with Global Valuations Group, Quantitative Strategies Group and Technology teams to develop valuation control methodologies and tools.
Actively monitors the valuation / pricing risk of these portfolios. Understands the liquidity of the market and pricing dynamics of the traded instruments and risks.
Ensures that valuation methodology is consistent with risk replication and trading / hedging strategy. Understands the operation of valuation models at detail level.
Valuation Analysts possess broad knowledge of financial markets and products with a quantitative background and programming skills.
Required Qualifications:
Minimum 3 years' relevant experience.
Experience with MBS/ABS/CMBS.
Experience with financial valuation theory, methodologies and applications.
Desired Qualifications:
Bachelor’s degree in Finance, Computer Science, Physics, Math, Data Science or a related field.
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