Valuations Analyst 828505

Capstone Search Advisors

  • Rowayton, CT
  • Permanent
  • Full-time
  • 17 days ago
Fairfield County Hedge Fund is seeking a valuations analyst to join their Financial Reporting team within Trading Services. This individual will report into and work closely with the Executive Director of our Financial Reporting Valuations team to ensure complete and accurate valuation of firm’s positions as well as provide detailed reporting and analysis to Portfolio Managers, Senior Management, and clients on the daily performance of various strategies.Responsibilities
  • Interpret real-time market data, third party provided information and run internal pricing models and valuation tools to determine accurate pricing for all exchange traded and OTC products
  • Monitor intraday pricing and ensure accurate end of day prices for all products
  • Determine the correct intraday and closing prices for all bonds, bank loans, and credit default swaps by defining and using the appropriate benchmarks and yield spreads as well as direct broker quotes
  • Monitor valuations as necessary for all Interest Rate Swaps across multiple currencies. This includes IRS, Swaptions, FRA, and OIS using quoted rates to review yield curves and discount curves
  • Utilize technology such as Excel, Bloomberg, and Reuters to improve analyses of fair market values.
  • Calculate and analyze forward exchange rates based on quoted rates and interpolation
  • Interact with the independent administrator to ensure they have priced the portfolio accurately
  • Discuss pricing with firm executives, portfolio managers, and the risk manager as needed
Requirements
  • BA/BS in Accounting or Finance. MBA or CFA a plus
  • Experience calculating market value and P&L of a variety of financial instruments including credit and interest rate, derivatives, commodities, currencies, equities, and fixed income products
  • Experience working in a trading environment (2+ years)
  • Clear and concise communication skills, both verbal and written
  • Understanding of FAS 157 Fair Value Measurements
  • Strong Excel, Bloomberg, Reuters, and analytical skills
  • Previous FINCAD or similar yield curve modeling tool experience preferable
This role requires commuting into our Rowayton CT office Mondays through Fridays.

Capstone Search Advisors