Evaluator, MBS and Agency - F&R

Job Description

This role sits within our Financial & Risk ("F&R") business. On January 30, 2018, Thomson Reuters announced that it signed a definitive agreement to enter into a strategic partnership with private equity funds managed by Blackstone related to the company's F&R business. As part of the transaction, Thomson Reuters has agreed to sell a 55% majority stake in Financial & Risk and will retain a 45% interest in the business. Thomson Reuters will maintain full ownership of its Legal, Tax & Accounting and the Reuters News businesses. The transaction is expected to close in the second half of the year and is subject to specified regulatory approvals and customary closing conditions. When the transaction closes, the role will be included in the new F&R entity. Further information on this can be found at https://www.thomsonreuters.com/en/press-releases/2018/january/thomson-reuters-and-blackstone-announce-strategic-partnership-for-thomson-reuters-financial-and-risk-business.html

About TRPS

  • 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.

Key Responsibilities
  • 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

At Thomson Reuters, we believe what we do matters. We are passionate about our work, inspired by the impact it has on our business and our customers. As a team, we believe in winning as one - collaborating to reach shared goals, and developing through challenging and meaningful experiences. With more than 45,000 employees in more than 100 countries, we work flexibly across boundaries and realize innovations that help shape industries around the world. Making this happen is a dynamic, evolving process, and we count on each employee to be a catalyst in driving our performance - and their own.

As a global business, we rely on diversity of culture and thought to deliver on our goals. To ensure we can do that, we seek talented, qualified employees in all our operations around the world regardless of race, color, sex/gender, including pregnancy, gender identity and expression, national origin, religion, sexual orientation, disability, age, marital status, citizen status, veteran status, or any other protected classification under country or local law. Thomson Reuters is proud to be an Equal Employment Opportunity/Affirmative Action Employer providing a drug-free workplace.

Intrigued by a challenge as large and fascinating as the world itself? Come join us.

To learn more about what we offer, please visit thomsonreuters.com/careers .

More information about Thomson Reuters can be found on thomsonreuters.com.

New York-New York-United States of America

Meet Some of Thomson Reuters's Employees

Lisa B.

Software Engineer, Centre of Cognitive Computing

Lisa works with other engineers to develop products that are powered by artificial intelligence and capable of machine learning. She also conducts research to identify new uses for existing company data.

Greg O.

Lead Software Engineer

Greg develops software frameworks that other software engineers use to build the company’s flagship Eikon product. He also mentors and provides technical leadership to more junior engineers on his team.

Back to top