Senior Quantitative Valuation Analyst

Senior Quantitative Valuation Analyst responsible for

- Developing and maintaining internal fair valuation models.

- Conducting research to identify, evaluate and test fair valuation models across equity, fixed income, currencies, and derivatives instruments.

- Providing complex securities support by assisting Global Pricing teams with complex securities valuation research and analysis.

- Developing models to be utilized as secondary or tertiary validation sources for securities priced using broker/dealer quotes.

- Attending audit meetings and providing detailed descriptions of valuation models and inputs.

- Providing special reports, analysis and/or research to the VC and Mutual Funds Boards.

- Supporting Global Pricing teams with periodic deep dive analysis and reports.

- Participating in pricing vendor due diligence specific to vendor methodologies.

- Client facing including ad-hoc meetings with sub-advised clients providing responses to fair valuation questions and details as needed during client due diligence meetings.

Qualifications, skills & experience would help someone to be successful?

- Bachelor's degree, preferably in Finance, Math, or other quantitative discipline.

- Advanced degree MBA, PhD, Masters of Science.in Business, Finance, Mathematics, Quantitative or related field a plus.

- Passing of CFA Level 3 required.

- At least 4-7 years of relevant work experience in the mutual fund/financial services industry within investment management, investment performance, or research required.

- Advanced knowledge of statistical theory and understanding of financial instruments and markets are required.

- Demonstrated ability to utilize quantitative, statistical, and mathematical financial techniques for independent fair valuations of securities including prior experience in model development, risk, valuation, and model validation development and implementation for Structured Products, Foreign Exchange, Equity, Fixed Income and OTC derivatives.

- Requires demonstrated ability to perform some database management and programming of valuation models. At a minimum, utilizing tools such as Excel (macros) and market data from providers such as Bloomberg.

- Excellent communication and organizational skills

- Able to handle multiple priorities and manage business expectations.

- Strong attention to detail and accuracy.

- Working knowledge of common equity models (comp and DCF), Black Scholes, binomial trees, GARCH, and plain vanilla bonds required.

- Complex securities valuation - experience with MBS, ABS, CMOs while not directly applicable a plus

Job Level - Individual Contributor

Work Shift Timings -1st 6 months- 6:30 PM - 3:30 AM after that 2:00 PM - 11:00 PM IST