Job Number: MS03976Location: NY - New York City
Date Posted: 2017-12-15
Salary Range: $81-100k
Global Asset Management firm seeking a Product Control professional to perform valuation and PnL analysis on a variety of financial products.Company Information:
Name: Leading Asset Management FirmJob 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.
-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.