Valuations Analyst
$75,000 - $150,000
ApplyValuations Analyst
Posted 18 days ago
SENIORITY
Senior
SALARY
$75,000 - $150,000
About the role
- 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 ID # 47508 Tagged as: In-Office
Before you apply
Applying takes about a minute. These four things decide how fast it moves after that.
Your profile is current
It's what we read first. Occupations, seniority and locations matter more than a long history.
Two examples you can talk through
Not a portfolio — just two pieces of work where you can explain the decisions and what you'd change.
A number in mind
What you're on now and what would make you move. We negotiate better when we know both.
Your notice period
Employers plan around it, and it's the question that stalls offers most often.
Once you apply, someone reads it and calls you before anything reaches the employer — usually within two working days.
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