• Edelstein & Company LLP
  • $145,180.00 -145,180.00/year*
  • New York , NY
  • Financial Services - Insurance
  • Full-Time
  • 257 W 91st St

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ResponsibilitiesPricing derivatives, securities, loans and other investmentsPnL attribution testing and analysisTesting market data for reasonableness and choosing the most appropriate sourcesAnalyzing and manipulating large data sets to find inconsistencies, trends and other statistically relevant informationQuantitatively analyzing individual trades and/or models to explain valuation detailsBuilding Excel based valuation and reporting workbooksDeveloping methods to automate repeatable processesHelping create and document methodologies, processes and proceduresDeepening your understanding of advanced financial principles: quantitative financial concepts, financial reporting concepts, complex structures, exotic product types, etc.Researching industry norms and the regulatory environment to help improve the groupCommunicating with traders and asset managers to better understand investment positionsWorking with internal and external auditors and financial regulatorsDetailed knowledge of financial instrument valuation and risks measurement in a complex product area, preferably in credit or derivativesExpanding group coverage into other asset categoriesUnderstand the business strategy, products and inherent risks.Regulatory capital disclosures, Price Testing, Sector analysis, Stress Test and Forecasting.Coordination of the monthly close process and quarterly financial reporting requirementsManagement reporting and analysis. PL commentary and substantiationMonthly Independent Price verification on both Derivatives and securities positions. Have a basic understanding and knowledge of financial models include SABR, BGM VMC, QG1F, etc.Calculation of the Valuation adjustment - Validation of appropriate application and use of models for books & records.Maintaining/updating valuation adjustment & IPV Desk Level Procedures (DLP)Build strong relationships and serves as key contact for clients and business partners.Daily interaction with the Front Desk Trading desk and collaboration with other support teamsUnderstand the risk, ledger, reporting systems and controls.Ad hoc projectsQualificationsCollege degree with an emphasis in finance, accounting, business, math or computer related program.5+ years experience pricing financial derivativesStrong understanding of financial products including interest rate derivatives, FX spots/forwards, credit derivatives and fixed income securitiesStrong knowledge of modeling principlesStrong proficiency with Excel, VBA and/or SQLStrong understanding of financial and valuation principlesStrong communication skills written and verbalHighly motivated with intellectual curiosityAbility to work equally well on self-managed or team-oriented projectsAbility to manage and prioritize multiple ongoing projectsAdvanced degree in Finance, Math, Engineering and/or Business and/or a CFA designationDrive to independently learn complex subjectsFamiliarity with additional asset classes is a plus - Securities, LoansAbility to collaborate with various levels of management, from first level supervisors to senior executivesKnowledge of bank systems such as Bloomberg, Markit, Fincad, Matlab and BlackrockExperience of working in a markets investment banking environment either in a valuation, risk management or front office (i.e. trading\\structuring) capacityExperience of producing detailed analysis to demanding deadlines and clearly communicating the results to senior managementDetailed knowledge of financial instrument valuation and risks measurement in a complex product area, preferably in credit or derivativesProgramming knowledge is preferred (e.g. VBA, C++, Python, etc.)Global Rates market knowledge - familiarity with a broad range of asset classesStructured Derivatives product and valuation knowledge - consisting of technical expertise of models used to reprice complex transactionsAdvanced experience skills with Excel and complex spreadsheets
Associated topics: actuarial, actuarial analyst, actuarial consultant, actuary, analyst, assistant actuary, cost, investment actuary, retirement actuary, statistics

* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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