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Position: Valuation Specialist
Job Number: MS03979
Location: NY - New York City
Date Posted: 2019-06-19
Salary Range: $101-125k
Job Summary:

Valuations Specialist at a Top Hedge Fund!

Company Information:

Name: Premier Hedge Fund

Job Description:

-The Valuation & P&L Specialist will be responsible for pricing a wide variety of products such as: CDS, IRS, Swaptions, Variance Swaps and TRS etc.
-He/she needs to bring a good understanding of these products and an appreciation of the process involved in pricing them in order to improve the valuation capabilities within this area.
-Responsible for daily market data capture, validation and product calibration across all data types required for modeled valuations including quantitative and qualitative adjustments.
-Assist Senior Product Controller on the valuation of the portfolio on a daily basis including month-end process.
-Perform reconciliation of Internal Profit and Loss with the administrator records on a daily basis and follow up on valuation issues.
-Oversee routine monitoring procedures around stale or unchanged prices, price challenges, price overrides.

Requirements / Qualifications:

-Bachelor degree required.

-2-5 years’ experience with OTC products and markets including: CDX, IRS, FX, IR Swaptions, CDS Swaptions, TRS and Variance Swaps.  Analytical and quantitative aptitude.

-Knowledge of derivative pricing, valuation and profit and loss.

-Ability to understand complex products and their models and their valuation drivers.

-Understanding of valuation concepts as they pertain to financial products and derivatives, with some accounting knowledge.

-Strong verbal and written communications skills. Must have the ability to lead discussions with all levels of management, be comfortable discussing issues with Trading, Operations and Senior Management. Ability to explain complex concepts and products.

-Advance Excel skills. Experience with Visual Basic and automation a strong plus.  Database and Python skills are also helpful, but not explicitly required.

-Ability to multi-task efficiently and perform well under pressure.

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