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
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.
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.
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
Strong communication skills, both verbal and written
Work in a team environment of 3-5 individuals toward a common goal of building a robust business.