• Location: Stamford-Greenwich CT
• Type: Contract to Hire
• Job #23804

Company Overview:
A multi-billion-dollar asset management firm with a global presence is seeking a valuation team member to support various processes. The firm focuses on deploying multiple absolute return strategies and identifying growth opportunities uncorrelated to market indices.

Job Responsibilities:

• Perform and own the mid-day and end of day PnL Flash distributed firmwide
• Assist the valuation team during pricing by creating and maintaining pricing models
• Monitor and assist with broker and Markit pricing
• Address ad hoc pricing questions from portfolio managers and the middle office
• Maintain internal trackers for investments and vendors
• Address fund admin questions and requests
• Monitor stale prices and resolve pricing issues with admin, IT, middle office, and pricing vendors
• Construct the broker quoted matrix for structured product debt monthly
• Upload month end prices into the accounting system and reconcile with the fund admin
• Help prepare the Valuation Committee Package
• Present on hard to value securities in the Valuation Committee meeting
• Review month end pricing accuracy

Qualifications:

• Advanced knowledge of derivative products including vanilla options, interest rate swaps, credit default swaps, FX forwards, futures, convertible bonds, notes
• Knowledge in exotic options, variance & volatility swaps, structured product debt is a plus
• Additional certification such as CFA or FRM is a plus
• 0-2 years of experience

Compensation:
Salary: $45-50/hr, DOE