Associate Sr Associate Valuations

Responsibilities/Deliverables:
Produce and review daily liquidity risk and VaR calculations
Produce and review weekly risk report
Prepare daily and monthly reports and adhoc analysis to assist portfolio management and valuation committee in tracking Cost/MV/PNL attribution and price trends/variances
Verify monthly pricing for OTC securities

Key Requirements:
Bachelors degree with a major in Finance Accounting Economics Mathematics or the Applied Sciences is preferred
Professional experience with MBS and/or Structured Products Valuation
Big Four Valuations experience preferred
26 years of relevant experience preferably in a financeoriented 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