Valuation Analyst

Job ID: 02429

Our client, a Connecticut-based credit hedge fund specializing in structured products, is seeking a Valuation Analyst to join their Valuation Oversight team. This team provides assurances that financial instruments are correctly valued based on internal policies and procedures which incorporate accounting pronouncements of US GAAP with an emphasis on FAS 157 fair value accounting policy and valuation controls.

About the Job:

  • Conduct price testing of the valuation of portfolio assets with reference to wider market activity and trade events including internal valuations and assumptions across multiple asset classes
  • Utilize proprietary and vendor based models to derive market based prices for primarily Sub-prime, Alt-A and B, Agency and non-Agency CMOs and Derivatives, Commercial Mortgage-Backed Securities, Derivatives and Loans
  • Review of internal models and methodologies
  • Quantify, document and report valuation discrepancies outside of accepted tolerances
  • Interact with Controllers, Mid Office, Traders, Risk and Senior Management regarding the policies and valuation of portfolio assets to resolve internal and external inquiries
  • Develop and enhance policies, processes, models and systems to improve the analysis and risk management of the valuation process
  • Maintain required documentation including data received from external sources
  • Aggregate data from external pricing sources
  • Assist with various ad-hoc projects

About You:

  • Bachelor's degree from a competitive University required in Finance, Mathematics, Accounting or related field with outstanding academic record.
  • 1-3 years of experience in MBS/ABS valuation or structured product trading/valuation or administration
  • Strong knowledge of markets and securities, credit products, derivatives, pricing and cash-flow based valuation models
  • Strong skills in Excel, MS Office Suite
  • Strong verbal and written communication and interpersonal skills
  • Knowledge/experience with VBA, SQL Intex, Bloomberg preferred
  • Project management experience

Please submit qualified resumes to suzanne@colemancompany.net and reference Job ID: 02429

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