• Location: Stamford-Greenwich CT
• Type: Perm
• Job #26933

Company Overview:
A multi-billion-dollar asset management firm with a global presence is seeking an Associate to support various pricing and valuation processes. The firm is known for 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 prices against the fund admin
• Help prepare the Valuation Committee Package
• Present on hard-to-value securities in the Valuation Committee meeting periodically
• 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 of exotic options, variance & volatility swaps, structured product debt is a plus
• Additional certification such as CFA or FRM is a plus
• 0-5 years of experience

Compensation:
Salary: $100,000 – $120,000, Plus Bonus