Hedge Fund P&L/Valuation Analyst-CT recruitment
An elite global macro fund in Connecticut is seeking an experience professional to join its team. The successful candidate will report directly into the head of financial reporting of the fund, and will have exposure to all areas of the business (trading, portfolio management, risk, valuations, operations etc).
Daily PL and NAV reporting to portfolio managers and investors including:
-Intraday and end of day portfolio valuation
-Monitoring and understanding market events and the expected impact on the portfolio to ensure the PL displayed to users in real-time is accurate and reflective of market moves
-Detail PL calculations by instrument, strategy and account
-NAV generation and ROR calculations
-Preparation of daily PL reports
-Daily communication with portfolio managers and other departments within the firm including investor services, risk and trading services
-Daily reconciliation and communication with the independent administrator
-Review of administrator generated NAV package and reconciliation to internal records
-Final compound ROR calculations
-Monthly NAV finalization
-Review of administrator generated NAV package and reconciliation to internal records
-Final compound ROR calculations
-Work with the technology team to automate and test reporting functionality to meet the needs of executives, portfolio managers and other teams within the firm
Required Experience:
-Experience in NAV reporting and security level PL reporting
-Working knowledge of futures, forwards, options, interest rate swaps and swaptions, fixed income securities, repos, credit default swaps, and equity securities including pricing, PL calculation and standard market conventions.
-Advanced user of Excel, Windows, Bloomberg and Reuters
-2-5 years of related experience in a real-time trading environment