JOB DESCRIPTION

The company is looking for analytical individuals to become members of its New York City derivative valuation teams. The role involves using the company’s valuation models to perform daily valuations for clients, analyzing and checking the data used in the models and daily communication with clients around valuations provided.

Duties and Responsibilities
 
 Utilize the company’s proprietary technology to generate daily, quarterly and monthly mark-to-market valuations of derivative portfolios
 
 Interact with clients to satisfy requests and explain the models, data, and assumptions behind the valuations they receive
 
 Participate in the development and testing of new models for the systematic valuation of complex derivatives

Business Competences
Educational Experience
 
 Bachelors Degree in finance, mathematics, business or science.
 
 Experience with Excel, including the ability to write VBA scripts that implement mathematical models and automate data processing.

Commercial Awareness
 
 Must have some knowledge of derivative markets and derivative instrument types traded in the market.
 
 Demonstrated interest in the financial markets and current events.
 
 Ability to explain complex financial instruments on a basic level to clients.

Personal Competences
Personal Impact
 
 Must be detail oriented, thorough and able to use own initiative to solve problems
 
 Ability to function in a time sensitive and occasionally stressful environment

Communication
 
 Strong communication skills, both verbal and written

Teamwork
 
 Work in a team environment of 3-5 individuals toward a common goal of building a robust business.

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