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Position: Product Control - Valuation
Job Number: MS03976
Location: NY - New York City
Date Posted: 2017-12-15
Salary Range: $81-100k
Job Summary:

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 Firm

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.

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.

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