Fully Remote Valuations Professional
Researches, designs, and implements quantitative valuation modeling system(s) based on advanced financial valuation theory and modern computational technologies; the system(s) will facilitate the development, implementation, and governance of quantitative valuation models
Ā Contributes to building out, improving, or otherwise streamlining existing derivative and asset pricing models and automated processes for executing complete and accurate valuations of the firms global investment and derivative portfolios
Ā Coaches, teaches, mentors and otherwise disseminates industry knowledge, practices, experience and guidance regarding fixed income, structured finance, private equity, derivative and/or hard-to-value assets in order to build global institutional capabilities in alignment with best practices
Ā Oversees and performs independent price verification and valuation analysis on a wide range of liquid and illiquid investments and derivatives broadly distributed across asset classes and external investment management firms; validates pricing models and analyses internally maintained and/or provided by third parties (arrangers, vendors, or consultants)
Ā Reviews, interprets and/or processes investment documentation, data, and reports for a variety of fixed income and equity securities, structured private credit, structured finance, derivatives, and/or alternative assets to determine appropriate fair value methodologies and alignment of practices with current market standards and best practices
Ā Develops and leverages internal partnerships with Global Investments, Accounting Policy, etc. and external partnerships with investment banks, accounting firms, consulting firms, information providers, pricing vendors, and networks to maximize the achievement of team and corporate goals
Ā Documents model methodologies and procedures and ensures auditability for model priced positions; directs, prepares, and maintains on-going documentation efforts with regard to valuation policies, internal controls, processes and results
Ā Supports management with review and analysis of results, practices, policies, procedures, and technology solutions for portfolio valuation; prepares documentation for and presents to an executive-level Valuation and Pricing Committee focusing on results, key pricing and valuation initiatives and decisions
Ā Ability to represent the Valuation function in various internal and external multi-team discussions, including investor communications with topics related to fair value process, methodologies, topical valuation themes, and current valuation marks
Ā Assists with, determines and/or prepares the reporting of fair value accounting (i.e. Topic 820, formerly FAS 157, etc.) for conventional and hard-to-value assets
Ā Performs other duties as required
Company Requirements:
- Six years of professional job-related work experience in quantitatively oriented field
- Four or more years of professional job-related work experience in valuation and modeling of fixed income securities, equities, derivatives and/or alternative assets
- Experience with databases and/or programming languages (C/C++, Perl, Java, R, Python, VBA, etc.)
- Deep understanding of advanced asset valuation methodologies, including continuous and discrete time stochastic models, and experience presenting such methodologies to expert and general audiences
- Experience with Bloomberg, Reuters Eikon, BlackRock Aladdin/AnSer, Intex Calc, Trepp, Markit or other financial and investment market data and analytics providers and their associated application programming interface (API) functions
- Experience with Numerix, FinCAD, or other investment analytical software packages
- Independent valuation consulting and/or alternative asset management experience
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Ā Contributes to building out, improving, or otherwise streamlining existing derivative and asset pricing models and automated processes for executing complete and accurate valuations of the firms global investment and derivative portfolios
Ā Coaches, teaches, mentors and otherwise disseminates industry knowledge, practices, experience and guidance regarding fixed income, structured finance, private equity, derivative and/or hard-to-value assets in order to build global institutional capabilities in alignment with best practices
Ā Oversees and performs independent price verification and valuation analysis on a wide range of liquid and illiquid investments and derivatives broadly distributed across asset classes and external investment management firms; validates pricing models and analyses internally maintained and/or provided by third parties (arrangers, vendors, or consultants)
Ā Reviews, interprets and/or processes investment documentation, data, and reports for a variety of fixed income and equity securities, structured private credit, structured finance, derivatives, and/or alternative assets to determine appropriate fair value methodologies and alignment of practices with current market standards and best practices
Ā Develops and leverages internal partnerships with Global Investments, Accounting Policy, etc. and external partnerships with investment banks, accounting firms, consulting firms, information providers, pricing vendors, and networks to maximize the achievement of team and corporate goals
Ā Documents model methodologies and procedures and ensures auditability for model priced positions; directs, prepares, and maintains on-going documentation efforts with regard to valuation policies, internal controls, processes and results
Ā Supports management with review and analysis of results, practices, policies, procedures, and technology solutions for portfolio valuation; prepares documentation for and presents to an executive-level Valuation and Pricing Committee focusing on results, key pricing and valuation initiatives and decisions
Ā Ability to represent the Valuation function in various internal and external multi-team discussions, including investor communications with topics related to fair value process, methodologies, topical valuation themes, and current valuation marks
Ā Assists with, determines and/or prepares the reporting of fair value accounting (i.e. Topic 820, formerly FAS 157, etc.) for conventional and hard-to-value assets
Ā Performs other duties as required
Company Requirements:
- Six years of professional job-related work experience in quantitatively oriented field
- Four or more years of professional job-related work experience in valuation and modeling of fixed income securities, equities, derivatives and/or alternative assets
- Experience with databases and/or programming languages (C/C++, Perl, Java, R, Python, VBA, etc.)
- Deep understanding of advanced asset valuation methodologies, including continuous and discrete time stochastic models, and experience presenting such methodologies to expert and general audiences
- Experience with Bloomberg, Reuters Eikon, BlackRock Aladdin/AnSer, Intex Calc, Trepp, Markit or other financial and investment market data and analytics providers and their associated application programming interface (API) functions
- Experience with Numerix, FinCAD, or other investment analytical software packages
- Independent valuation consulting and/or alternative asset management experience
Apply Now