Valuations Analyst

Our client is a capital management firm. They seek a Valuations Analyst to join they Manhattan, NY office.

• Analyze real-time market data, third-party information, and internal pricing models to determine accurate pricing for all exchange-traded and OTC products
• Oversee intraday pricing and ensure accurate end-of-day prices for all products
• Establish correct intraday and closing prices for bonds, bank loans, and credit default swaps by applying appropriate benchmarks, yield spreads, and direct broker quotes
• Evaluate valuations for Interest Rate Swaps across multiple currencies, including IRS, Swaptions, FRAs, and OIS, using quoted rates to review yield and discount curves
• Leverage technology such as Excel, Bloomberg, and Reuters to enhance fair market value analyses
• Compute and analyze forward exchange rates based on quoted rates and interpolation
• Coordinate with the independent administrator to ensure accurate portfolio pricing
• Communicate pricing matters with firm executives, portfolio managers, and the risk manager as needed

• 2-5 years of relevant experience
• Hedge fund experience is a plus
• Experience with calculating market value and P&L of a variety of financial instruments including credit and interest rate, derivatives, commodities, currencies, equities, and fixed income products
• Understanding of FAS 157 Fair Value Measurements
• Excellent analytical skills
• Excellent communication skills

Job  #47508

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