IFS Valuation Analyst, Senior Associate recruitment
Regular/Temporary: Regular
IFS provides fund accounting, administration, tax, compliance and middle office trade support services to hedge fund managers. IFS combines its experienced teams of trained financial service professionals with sophisticated software development talent to create a superior trade support infrastructure that features Straight-Through-Processing (STP) and real-time information. The responsibilities of the operations group is to provide clients with portfolio pricing, trade allocation, confirmation, correction and settlement, prime broker interfaces, repo processing and cash management.
1. Masters degree in Mathematics, Physics, Financial Engineering
2. 3-5 years of experience
3. Ambitious / strong work ethic
4. Understanding of fixed income derivatives - swaps, caps/floors, swaptions
5. Quantitative skills
6. Programming skills
7. Familiarity with VBA, C++, Access, and Excel
8. Familiarity with FinCad
Skills
1. Daily processing of derivative valuations
2. Analysis of daily valuations
3. Financial modeling
4. Analysis of profit and loss on OTC derivatives
5. Evaluate daily yield curve inputs, credit curve inputs, and volatility inputs used in pricing methods.
, 3 to 5 years