Senior Associate Level Valuations and Risk Analyst | Top Consultancy | New York City
On a day to day basis you will be required to guarantee the comprehensiveness and quality of controls concerning valuation and PL. You will be working closely with a number of business areas and will be coordinating the actions of departments involved in valuations; Front Office, Product Control Group, Market Liquidity Risk and Credit Risk departments.
Responsibilities:
-Candidate will be working with across the asset classes
-Fair value adjustment calculation and coordinating valuation analysis solutions with the Quantitative Research and Valuation group.
-Ensuring effective and timely communication of results and risks to senior management.
-Conducting pre-trade analysis of valuation and model appropriateness.
-Review appropriate valuation methodology post trade of FX, IR, Credit and Equity products.
-Conducting full book pricing review.
-Contributing to development of knowledge of the wider Finance team.
-Developing and ensuring the appropriateness of valuation adjustment methodologies.
Participation in the evolution of the PL systems and their implementation by critically reviewing the current processes, contributing to their improvement and ensuring appropriate control levels are maintained
Skills - Qualifications:
-Experience with any asset class
- Must have experience with PL reporting processes.
- PhD or MSc in a mathematical or related degree
-Good VBA - Excel Skills
- A basic understanding of risk concepts and basic models in mathematical finance will put the candidate at an advantage
-Excellent communication skills
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