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Valuation Analyst

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  • Requisition # 35121
  • Job Type Day
  • Location New York, NEW YORK
  • Date Posted 04/08/2020

Your potential. Your opportunity.

Description

Duties:  Analyzing complex financial instruments including interest rates derivatives, foreign exchange spots, forward and options, credit derivatives and securities including mortgage back securities, asset back securities, collateralized loan obligations, commercial mortgage backed securities. Performing valuation for Foreign Exchange, Interest Rate and Credit Derivatives using Bank models and industry standard pricing tools including Bloomberg, Markit, Fincad, Matlab or SuperDerivatives. Performing financial modeling and automating processes using advanced Excel skills and coding. Responsible for daily Profit and Loss attribution testing and analysis. Analyzing quantitative market data. Analyzing and manipulating large data sets to find inconsistencies, identifying trends and other statistically relevant information. Analyzing individual trades and/or models for valuation details. Analyzing and comparing various models and modeling techniques. Creating and documenting methodologies, processes and procedures. Researching industry norms and current regulatory environment, communicating with traders, asset managers and senior managers to understand investment positions. Working with internal and external auditors, financial regulators, quantitative modelers or traders to solve valuation problems and presenting valuation results. Managing complex long term (1 year or greater) projects.

Qualifications

Education:  Bachelor's degree in Finance, Mathematics or a related quantitative field (or foreign equivalent degree).

Experience:  3 years of experience in banking or financial services industry performing valuation for Foreign Exchange, Interest Rate and Credit Derivatives; and using industry standard pricing tools including Bloomberg, Markit, Fincad, Matlab or SuperDerivatives; and 2 years of experience must include working with quantitative modelers or traders to solve valuation problems and presenting valuation results.

Location:  New York, NY 10020

We are committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our people and our business; Equal Opportunity Employer: Minority/Female/Disability/Veteran. 

  • Job Finance
  • Primary Location New York, New York
  • Shift Day
  • Schedule Full Time
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