Valuations Specialist

  • 150,000 to 200,000
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • Linium Resources
  • 11 janv. 18 2018-01-11

Premier Hedge Fund located in NYC; seeking a Valuations Specialist Someone who is experienced with P&L attribution, marking books & curves, and strong valuation skills.

  • Experience with derivatives in any of: interest rates, fx, credit, equities, commodities
  • The role would be focused heavily on our valuation modeling (building interest rate curves, building volatility cubes, managing pricing model settings, etc)
  • The person would also spend a portion of their time doing tradition middle office work: supporting PMs, P&L production, etc
  • Masters in Finance or Masters in financial engineering or math/statistics/engineering background would be preferable but not necessary
  • Murex/Imagine/Numerix system knowledge would be a plus
  •          Product control/P&L/Accounting background
  • Daily interaction primarily with traders, risk, senior management, and accounting
  •          Experience: Risk-Based P&L explained & P&L Attribution, Senior Management Reporting, Intraday P&L Support, End of Day P&L reporting, T+1 P&L Production, P&L controls, General Ledger, and Automation/process improvement