Valuations Manager

New York, New York • $120,000 - $150,000

About the Company:

Our client, a top Asset Manager based in New York City is seeking a Valuations Manager.

Responsibilities

  • This job will give you the opportunity to manage the valuation for various products, such as Credit derivatives, interest rate swaps/swaptions, FX derivatives, Government bond, and Corporate bonds.
  • Manage process to control market data inputs to the valuation models (yield curve, inflation curve, volatility surfaces, credit curves etc.) and ensure the valuation process is in compliance with the firms valuation policy.
  • Perform model validation on new valuation models required for model upgrades or the new products.
  • Perform price testing analysis with counterparty valuation and other 3rd party vendors’ prices such as Bloomberg or Markit. Maintain the valuation support as evidence that investment valuation is accurate.
  • Liaise with front office, risk team, and other supporting teams about pricing, valuation, P&L, and valuation models.
  • Work closely with Technology team to implement valuation setup for new products and automate the valuation process.

Requirements:

  • 5-10 years’ valuation experience on Credit derivatives, Emerging market (e.g. LATAM) products (Rates, Bonds, NDF FX) and/or FX derivatives.
  • Strong knowledge of derivatives valuation modelling principles
  • Strong Quantitative or Finance background required. Master’s degree in Financial Engineering or Financial Mathematics is a plus but not required
  • FRM, CFA or comparable certifications or progress towards those certifications is a plus
  • Knowledge of financial products and greeks specifically in derivatives space
  • Strong personal ownership and ability to resolve issues independently
  • Excellent interpersonal skills, Communication skills (verbal and written), and the ability to work effectively on a team across functions (e.g., Risk, Operations, Front Office and Senior Management)
  • Murex system experience is a plus
  • Strong programing skill is plus (VBA Macro, Python)
  • Strong leadership skills to educate, train and develop others to expand the capabilities and capacity of the Valuation team

Compensation & Benefits:

  • Base: $120,000 – $150,000
  • Bonus: Competitive
  • Great benefits program
  • Generous 401K with a match

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