- Thomson Reuters Pricing Service (TRPS) is an independent, global evaluated pricing source covering over 2.5 million fixed income securities, derivatives and bank loans. Coverage spans all major financial markets and prices are available at multiple times daily. TRPS evaluations, which provide detailed transparency and market insight, are designed to support Asset Managers, Custodian Banks, Mutual Funds, Investment Banks, Accounting Firms, and Financial Research Providers.
- The TRPS staff consists of over 175 fixed income professionals in New York, London, Tokyo, Singapore, Sydney, Beijing, Bangalore and Gdynia. Our professional and experienced evaluators apply consistent and transparent pricing methodologies, incorporating observable market data and standard market convention practices. Coverage includes sovereign debt, corporate debt, money market securities, convertible securities, bank debt, mortgage-backed securities, asset-backed securities, municipal securities, derivatives, and structured notes.
Evaluator Job Overview
- The MBS & Agency CMO Junior/Associate Evaluator is part of a team responsible for providing timely and accurate end-of-day evaluations on Agency CMOs, ARMs and fixed-rate MBS Pools. Evaluators analyze underlying pool attributes, prepayment speeds, cash flow waterfalls, and trading activity on a daily basis to accurately mark their portfolios. TRPS proprietary and third-party cash flow, prepayment, and OAS models are utilized. A great deal of time is spent obtaining quotes from trading desks, analyzing these quotes, and applying them to appropriate issues.
- Provide timely and accurate end-of-day bond evaluations on MBS and/or Agency CMO securities
- Perform daily surveillance/QA utilizing all available resources, reports, and tools
- Engage with clients on both an as-needed and proactive basis; provide high quality customer service by ensuring client challenges and inquiries are addressed promptly and effectively
- Assist management team in increasing productivity through automation, re-engineering, and other strategies
- Collaborate in designing and implementing methodology, model, and process enhancements as needed to meet client/market expectations; refine existing processes through automation and the integration of various analytical platforms
- Monitor the Agency market; obtain and analyze weekly research commentary from dealer desks and ratings agencies
- Minimum of 3 years Securitized Products experience; trading, sales, modeling, or evaluations background preferred
- Knowledge of the U.S. Fixed Income markets, including Agency Mortgage-Backed Securities and Treasuries; knowledge of SBA pools and Ginnie Mae Project Loans a plus
- Bachelors Degree in Finance-related or other quantitative discipline; history of academic excellence
- Ability to work effectively with project management team, development teams, and vendors/partners
- Possess a positive attitude and ability to multi-task and work as part of a team in a demanding, fast-paced environment; strong work ethic
- Excellent communication and customer service skills
- Strong quantitative, analytical and spreadsheet skills; attention to detail
- Knowledge and experience programming in VBA and SQL is desired; C++, Perl, Python or Java a plus
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