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Bank Of America Analyst/Associate Structured Product Valuation 
United States, New York, New York 
598253707

Today

GBAM -

PriceServe – Fixed Income Securities Pricing

Job Description

  • Evaluate valuations for Mortgage-backed securities, Asset-backed securities, Structured Products, CLOs, and Corporate credit, with an emphasis on harder-to-value securities
  • Work with the structured product trading desks to gather trading prices, spreads, and other pricing data
  • Develop understanding of deal and waterfall structure and collateral risks and attributes
  • Select appropriate prepayment and default scenarios to correctly value securities and run cash flows on securities
  • Discuss assumptions and cash flows with clients and respond to client pricing disagreements
  • Gather and organize market data to be used in bond valuation work
  • Utilize research and research models to analyze loss and prepayment assumptions
  • Develop procedures to meet deadlines and to facilitate client delivery and quality control
  • Pursue missing or incomplete data from research and trading desks

Candidate Requirements

  • Strong analytical experience
  • Strong intellectual curiosity and Interest in Fixed Income securities
  • Some experience with Bloomberg
  • Highly proficient in using Microsoft Excel, strong preference for VBA and other automation skills
  • Ability to work under a time pressure and to meet stringent deadlines
  • Ability to understand a financial offering circular and trustee report

Bachelor’s degree in related field or equivalent work experience

1st shift (United States of America)