Temporary and
Consulting Positions

Our client, a prestigious alternative asset management firm located in Midtown, NY, is looking to add a Private Equity Tax Consultant for the upcoming busy season. The ideal candidate will have at least two years of public accounting or private equity firm and a focus on PE fund partnership tax compliance.

Responsibilities:
• Coordinating tax workpapers for annual filings
• Preparing K-1 tax reports
• Performing tax allocations for several PE funds

Qualifications:
• Minimum two years’ experience in PE tax compliance for a public accounting and/or private equity firm
• Strong attention to detail and excellent communication skills
• Ability to meet tight filing deadlines
• CPA a plus

Our client, a highly regarded and well-established asset management firm in Midtown, NY, is looking to add an Audit Coordinator to their team! This person will be responsible for the coordination and support of all quarterly and annual submissions for the firm’s master and feeder funds.

Responsibilities:
• Leading weekly calls with the firm’s fund administrators regarding deliverable status.
• Assisting with year-end LLC audits through completion.
• Review quarterly deliverables.
• Document quarterly consolidation analysis and other GAAP matters.

Requirements:
• At least five years’ experience in fund auditing, preferably from public accounting and/or hedge fund.
• Active CPA License.
• Technical proficiency in Microsoft Dynamics/Great Plains.

Our client, a global technology firm located in New Jersey, is seeking a SOX Manager to join their team. This individual will be responsible for overseeing the Sarbanes Oxley (SOX) design review and testing. Daily responsibilities include project planning, working paper review, and internal control documentation.

Requirements:
• Financial and operational auditing
• Understanding of IT General Controls
• SOX compliance
• Supervisory experience
• CPA, MBA, CFE, or CIA is required

Located in New York, NY, our client is seeking a Quantitative Research Analyst to join their dynamic organization. Previous experience working in quantitative research in algorithmic trading, specifically dealing with US equities, is needed. This team is responsible for research and development for equities algorithmic trading products. The role sits on the execution side. The Quantitative Research Analyst will apply Artificial Intelligence models for price and volume to evolve the product. This individual will also ensure that the products are up to date with regulatory initiatives, and the risk is mitigated accordingly.

• Masters are required. Ph. D in a quantitative field is preferred.
• Smart Order Router (SOR)
• At least three years of experience in Quantitative Research from a financial institution
• Previous US equities experience

Our client, an investment bank located in New York, NY is seeking a Regulatory Attorney to act as an advisor for their Global Risk Management team. Previous Legal & Compliance experience from an investment bank is needed. This individual will advise senior management on rules and regulations across the vast number of business lines to ensure correct controls are in place for compliance purposes. Previous experience with federal agencies and regulatory organizations,including but not limited to SEC, CFTC, FINRA, etc. is needed. 

Our client, a leading Investment Bank in New York, NY is looking for a Credit Risk Quantitative Analyst to join their growing team. This person will strictly be focusing on Counterparty Credit Risk models (CVA, EAD, etc.) across asset classes. The individual will be analyzing the conceptual soundness of risk models and engines, assessing model behavior, and its suitability to particular products as well as the appropriateness of the model’s output risk sensitivities. Candidates must have experience challenging, reviewing, or validating CCR models.

• Analyzing the conceptual soundness of risk models and engines
• Assessing model behavior and its suitability to particular products/structures
• Assessing appropriateness of the model’s output risk sensitivities
• Quantifying materiality of suggested model improvements
• Liaising with front office quants, traders, risk and finance professionals and provide guidance on model risk
• Cogently reviewing analysis findings resulting in model approval or disapproval