The ABS Evaluator on the European ABS desk will provide daily evaluations on European RMBS, CMBS and ABS securities, taking full responsibility for designated markets applying existing knowledge of ABS pricing techniques as well as developing specific knowledge of relevant markets. The Evaluator will also work with systems development teams on developing models to expand coverage of European markets.

Key tasks:

- Daily evaluation of European ABS securities using proprietary models
- Assessment of collateral performance data, determination of deal performance assumptions and tranche cash-flow analyis
- Credit spread and broker quote research - interaction with market participants, analysis of primary and secondary markets
- Maintenance of contacts with market participants
- Daily client query handling using internal databases
- Work with the supervisor and systems development teams on model development to expand coverage
- Implementation and enhancement of quality assurance and control measures within designated field
- Responsibiliy for researching and furthering specialist knowledge of assigned markets
- Undertaking ad-hoc projects as directed by management

Essential skills:

- 3 years prior work experience in fixed income markets, with knowledge of securities pricing
- Substantial knowledge of ABS securities and markets - Asset backed securities
- Excellent knowledge of Excel spreadsheets essential
- Good quantitive and analytical skills with strong attention to detail
- Effective oral and written communication skills
- Self-motivated but with ability to work effectively in a team

Preferred skills:

- A good degree in or including Economics, Finance or a Business related subject (pref 2:1 or above)
- Fixed income modelling skills
- Knowledge of Intex products
- Knowledge of Access, VBA, Word, Powerpoint