Top Performing Alternative Manager is seeking a Valuations Associate for an Immediate Hire!!
$40B AUM Alternative Asset Manager
3 Days in / 2 Remote
Fully Paid Benefits
Multiple Team Outings
Seeking an Associate/Sr. Associate to join our MBS Valuations team. You will work primarily on the valuations and reporting of MBS and ABS Structured Products as well as OTC Derivatives.
• Produce and review daily liquidity risk and VaR calculations
• Produce and review weekly risk report
• Prepare daily and monthly reports and ad-hoc analysis to assist portfolio management and valuation committee in tracking Cost/MV/PNL attribution and price trends/variances
• Verify monthly pricing for OTC securities
Requirements / Qualifications:
• Bachelor’s degree with a major in Finance, Accounting, Economics, Mathematics or the Applied Sciences is preferred
• Professional experience with MBS and/or Structured Products Valuation
• Big Four Valuations experience preferred
• 2-6 years of relevant experience, preferably in a finance-oriented role
• Proficiency in Python, VBA, and Excel required; you should be well versed in reporting and data query formation
• A strong understanding of derivatives including interest rate swaps, options, currency forwards, futures, swaptions, etc.
• Outstanding academic credentials
• Strong work ethic and integrity, candidate should be a team player that is proactive and self-motivated
• Strong analytical, organizational, interpersonal, communication and writing skills
• Ability to work in a team environment