Valuation Risk Analyst, Senior Manager, Valuation Review Group, Finance Division recruitment
Position Category: Finance/Accounting
Position Title: Valuation Risk Analyst, Senior Manager, Valuation Review Group, Finance Division
Job Level: Senior Manager
Location: USA - NY - New York
Education Required: Refer to Position Description
Position Description:
Valuation Risk Analyst, Senior Manager, Valuation Review Group, Finance Division
DUTIES
Morgan Stanley Co. LLC seeks a Valuation Risk Analyst, Senior Manager, Valuation Review Group, Finance Division in New York, NY to ensure the mark review results and classification of fair value accounting are completed accurately. Review and complete valuation adjustment recommendation to fair value for accuracy and completeness. Conduct research and perform modeling of financial credit products including Credit Valuation Adjustments, Vanilla and Contingent Credit Default Swaps, newLOC (letter of credit), Securitized Products, Balance Guaranteed Swaps, correlation tranche products, distressed loans, and other cash and derivative securities. Disseminate financial knowledge on population control, balance sheet reconciliation, mark and credit curve staleness review using Excel, Intex, Powerpoint, Bloomberg and VBA. Communicate with the Business Unit and escalate important marking issues such as credit spread marked too wide/narrow compared to externally observed levels, bid offers and recovery rates, any trends in certain sectors/books observed requiring notice to Business Units as well as staleness curves. Provide coverage for counterparty risk management and liaise with Controller Group to ensure proper financial control for firm's credit risk. Work with the Strategist team to develop valuation and mark review methodologies of illiquid transactions. Participate in the implementation of IT infrastructure plans for the mark review process. Work with Infrastructure Group to enhance process and improve efficiency by providing specifications/functionality requirements, migrating functions and integrating scenario analysis to new system. Manage projects on new systems and functionality enhancements. Develop valuation methodology enhancements. Lead the junior team members in completion of mark review reporting, recovery rate test, FVM quarterly classification. Utilize Excel, Intex, Powerpoint, Bloomberg and VBA.
REQUIREMENTS
Master's degree in Accounting, Financial Engineering, Business Administration or a related field, or equivalent, and two (2) years of multi-asset class experience performing fair value reporting, including FVM classification review and analysis and profit and loss reconciliation in connection with financial credit products such as, Securitized Products, Distressed Loans, correlation tranche products, Credit Default Swaps, and interest rate swaps on behalf of a global financial services institution. Prior experience must include working with IT on financial infrastructure projects; presentation of finance and valuation issues to senior finance management; and, utilizing Excel, Intex, Powerpoint, Bloomberg and VBA.
QUALIFIED APPLICANTS
Please apply directly through this website or e-mail your resume to efc108695@msresumes.com. NO CALLS. EOE
Skills Required:
Refer to position description.
Skills Desired:
Refer to position description.