HR - Manager at Reset HR Services
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Senior Analyst - Quantitative Valuation - BFS - IIT/IIM/BITS (5-13 yrs)
What is the Senior Quantitative Valuation Analyst group responsible for?
- Directs or conducts the daily and periodic pricing of all securities. Staff provide pricing and valuation reports to investment managers and may be responsible for maintaining various securities databases and/or for validating fund holdings.
- Dedicated to creating, reviewing and maintaining internal fair valuation models on behalf of the Portfolio Managers and Pricing teams.
- Conduct applied research to identify, evaluate and test fair valuation models across equity, fixed income, currencies and derivatives instruments.
- Complex Securities Support : Assist Global Pricing teams with complex securities valuation research and analysis. Includes creating models that would be used as secondary or tertiary validation sources for securities priced using broker/dealer quotes.
- Attend audit meetings on behalf of the portfolio managers, Pricing teams and VLOC to explain in detail the valuation models and inputs.
- Provide special reports, analysis and/or research to the VLOC and the Funds Boards of Directors/Trustees
- Support Global Pricing teams with periodic deep dive analysis and reports.
- Participate in the Vendor Due Diligence process analyzing vendor methodologies.
- Client facing includes ad-hoc meetings with Sub Advised clients to respond to fair valuation questions/details and participate as needed during client due diligence meetings
Qualifications, Skills & Experience :
- Bachelor's degree, preferably in finance, math or other quantitative discipline.
- Advanced Degree: (MBA, PhD, M.Sci. preferred) in Business, Finance, Mathematics or any other quantitative or related business field of study look upon favorably.
- Professional certifications such as Certified Financial Analyst (CFA), Financial Risk Manager (FRM), or Chartered Alternative Investment Analyst (CAIA) are preferred
- At least 4-7 years of relevant work experience in the mutual fund/financial services industry; investment management, investment operations or investment performance and research analysis.
- Advanced knowledge of statistical theory and a good understanding of financial instruments and markets.
- 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 perform programming of the valuation models, and at a minimum utilizing tools such as Excel (macros) and market data from providers such as Bloomberg, Thomson Reuters, and Intex etc.
- Excellent communication skills, requires written and verbal communication with senior leaders and professionals including Valuation Liquidity Oversight Committee members, Portfolio Managers, Internal/External Auditors, and Board of Directors/Trustees.
- Able to handle multiple priorities concurrently and manage business expectations accordingly.
- Strong attention to detail and accuracy
- Direct experience on a trading desk or portfolio management team
- Complex securities valuation - experience with MBS, ABS, CMOS while not directly applicable, highly respected
- Working knowledge of common models, Black Scholes, binomial, GARCH, plain vanilla bond price
- Persuasive - ability to present a logical a well thought out explanation and rational especially with respect to models and their inputs
Neelima - HR
Reset HR Services,
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