Careers

MBS and Derivative Pricing/Valuation

Description:

The Oakleaf Group is seeking Pricing and Valuation professionals with expertise pricing Mortgage Loans, MBS, ABS, CDOs and other credit derivatives.

Oakleaf Group currently has openings at the Senior Manager and Director level supporting the pricing and valuation capabilities at our federal government clients.

This is an excellent opportunity to deploy your pricing, valuation, and MBS trading expertise against a large portfolio comprised of all major mortgage asset types.

A successful candidate will have experience in the following areas:

• Pricing MBS, ABS, CMOs, and/or whole loans for a trading desk or Product Control organization
• Pricing and evaluating securities and whole loans in accordance with policies and procedures
• Determining adequate benchmarks for pricing
• Trading MBS, CMOs and interest rate derivatives
• Developing processes, procedures and tools for pricing and valuation
• Evaluating credit risk of various MBS using standard cash-flow models and industry tools
• Cash flow modeling and cashflow-based valuation MBS and ABS backed by Prime, Subprime, Alt-A and Option Arm products.
• Analyzing underlying mortgage loan characteristics, delinquency pipelines, total cumulative loss, severity and timing of the losses under various prepayment scenarios
• MBS and residential loan pricing models used by mortgage desks for pricing, bidding, trading, hedging, structuring deals & managing risks

As an Oakleaf professional, you will work with our large financial institution customers solving the mortgage industry’s most pressing issues. These include developing business strategies to ensure ongoing viability of our nation’s largest financial institutions, assisting in rapid implementation of new Financial Accounting Standards, and quickly implementing new government and industry programs in the mortgage industry.

To apply, send resume to job-931J@theoakleafgroup.com.