Posted By
Posted in
Banking & Finance
Job Code
1435614
Industry : Banking / Financial Services / Broking
Category : Finance
Job Type : Permanent
Job Description : One of the leading consulting firms is seeking an Associate/Sr. Associate to join our MBS Valuations team. You will work primarily on the valuations and reporting of MBS and ABS Structured Products as well as OTC Derivatives.
Client Details:
- Leading consulting firms in private equity space.
Description:
We is seeking an Associate/Sr. Associate to join our MBS Valuations team. You will work primarily on the valuations and reporting of MBS and ABS Structured Products as well as OTC Derivatives
Responsibilities/Deliverables:
- Produce and review daily liquidity risk and VaR calculations
- Produce and review weekly risk report
- Prepare daily and monthly reports and ad-hoc analysis to assist portfolio management and valuation committee in tracking Cost/MV/PNL attribution and price trends/variances
- Verify monthly pricing for OTC securities
- Professional experience with MBS and/or Structured Products Valuation
- Big Four Valuations experience preferred
- 2-6 years of relevant experience, preferably in a finance-oriented role
- Proficiency in Python, VBA, and Excel required; you should be well versed in reporting and data query formation
- Proficient with Python with ability to script from scratch, experience using on a regular basis, and knowledge of Pandas and NumPy libraries
- A strong understanding of derivatives including interest rate swaps, options, currency forwards, futures, swaptions, etc.
- Outstanding academic credentials
- Strong work ethic and integrity, candidate should be a team player that is proactive and self-motivated
- Strong analytical, organizational, interpersonal, communication and writing skills
- Ability to work in a team environment
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Posted By
Posted in
Banking & Finance
Job Code
1435614