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Valuation Specialist

New York, NY

Responsible for daily market data capture, validation and product calibration across all data types required for modeled valuations including quantitative and qualitative adjustments. Must have 2-5 years’ experience with OTC products and markets including: CDX, IRS, FX, IR Swaptions, CDS Swaptions, TRS and Variance Swaps. Analytical and quantitative aptitude.

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