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Lead Portfolio Valuations Specialist | NYC

  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$165000 per year
  • Job reference: 191861/004_1541192453
  • Sector: Selby Jennings, Quantitative Research
  • Date posted: 02/11/2018

My client is a lead fund administration company that is responsible for supporting Multi-Strategy Hedge Funds, Fund of Funds and Pension funds by providing front office portfolio valuations, risk management and technology solutions. The front office valuations and risk management team is looking for a Valuations Specialist to focus on real-time derivative pricing and valuations. The role will directly support the MD, Head of Valuations & Risk Management.

Responsibilities:

  • Daily portfolio valuations of cross asset derivative products

  • Liaising with traders and portfolio managers on a daily basis within the front office

  • Supporting the Head of Valuations & Risk Management with daily tasks and assisting with project management

Requirements:

  • Experience working on cross asset derivative pricing and valuations

  • Working knowledge of financial instruments like Options, futures, IR swap, CDS, Convertibles.

  • Strong communication skills and a desire to work in the front office

  • Experience working on Numerix, Calypso, Front Arena/SunGard

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