Our client, a major international bank has an opening for a Valuation Analyst in its NYC office.

Key Responsibilities:

• Perform Independent Price Verification of vanilla and complex financial instruments
• Work closely with Traders, Market Risk, Model Risk Management, Front Office Quants, Product Controllers, and Senior Managers on Valuation related matters. Communicate complex valuation matters to Senior Management, Auditors, and Regulators.
• Leverage expert knowledge of financial markets, products, and quantitative background to critically evaluate the IPV results and support resolution of IPV differences.
• Define Fair Value Hierarchy classification and justification, i.e. create the framework for a given product, risk, or portfolio as appropriate.
• Support Front Office Model Governance through the review of model limitations and potential impact on Fair Value.
• Substantiate the official daily P&L explain and its provision for VaR backtesting. Oversight of trader T0 flashes and estimate to official T+1 P&L variances as business unit level.
• Preparation monthly & quarterly revenue commentary to senior manager and regulator
• Review of material new deals
• Review of changes to daily balance sheet & substantiation to transactional activity.
• Balance sheet analysis (capital, liquidity, exposures etc) including inventory aging and its reporting.
• Month end close, including Financial Disclosures and calculation and recording of netting entries

Required Skills:

• BS Degree, ideally focused on a quantitative discipline
• 5+ years at a previous large, complex financial services organization performing valuation control, risk management, or model development with technical product expertise
• 3+ years of valuations or financial modeling experience, with proven understanding of securities, derivatives, debt and other structured products analysis/valuations
• Control focus, strong financial analytics experience, comfortable with complex products
• Strong communication and presentation skills
• Good business partnering skills

Desired Skills:

• Advanced experience skills with Excel and complex spreadsheets

Job Type: Full-time

Pay: $150,000.00 - $175,000.00 per year

Schedule:

• 8 hour shift

Ability to commute/relocate:

• New York, NY: Reliably commute or planning to relocate before starting work (Required)

Education:

• Bachelor's (Preferred)

Work Location: One location

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