Point72 / Cubist
Mortgage Valuation Specialist
$240K–$260K
New York +1 · Full-time · Posted Apr 13, 2026
- Location
- New York
North America - Experience
- 7+ years of mortgage valuation experience.
About the job
Manages valuations, pricing analysis, and valuation models for mortgage-backed securities and related products, partnering with investment, risk, and technology teams.
What you'll do
- Manage mortgage-backed securities valuations and oversee market data inputs to valuation models in line with firm policy.
- Validate models, test prices against counterparties and vendors, and maintain documentation supporting investment valuations.
- Partner with investment, Risk, and Technology teams on pricing, P&L, new product valuation setups, and process automation.
What they ask for
- 7+ years of mortgage valuation experience covering agency MBS and non-agency products, including the listed securities and options.
- Strong quantitative or finance background.
- Strong knowledge of derivatives valuation modeling principles and financial products and Greeks, particularly in derivatives.
- Strong ownership and independent problem-solving ability; effective communication, cross-functional collaboration, leadership, and commitment to high ethical standards.
Pay
$240,000-$260,000 USD base salary
Tools
Bloomberg, JPM PricingDirect, BofA PriceServe
Model-written summary · the original posting is authoritative