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AVP, OTC Derivatives Valuations

Orlando, FL

Job Summary

Hedge Fund is seeking an AVP, OTC Derivatives Valuations. Supervision of daily tasks that are required for valuation, analysis, and production of pricing for OTC Derivatives for a business line. Bachelor’s Degree in Finance, Engineering, Mathematics or Statistics. 1-3 years of experience in the field of OTC Derivatives, Complex Securities Valuations.

Details

OTC Derivatives Valuations is a specialized team focused on providing pricing and analytics related to Valuation of Over-the-Counter (OTC) Derivatives to our clients. Our clients include Mutual Funds, Institutional Investors, Pension Funds, Hedge Funds, ETFs and other Financial Institutions seeking complex OTC Derivatives to manage the financial risks within their investment strategies. We operate from Singapore, India, Poland, Ireland and the United States. The U.S. team is 17+ members (and growing) and supports domestic and international institutional clients.

Our team is primarily responsible for:
* Execution of daily pricing, review, validation, and analysis tasks related to valuation of OTC Derivatives across Rates, FX, Credit, Equities and Commodities asset classes
* Providing analytics and explanation of price movements for OTC derivatives using data and analytics
* Facilitating onboarding of new clients and servicing existing clients
* Having a deep understanding of the market inputs required for and technical aspects of the valuation of OTC Derivatives
* Identification, ownership, and execution of strategic projects related to pricing and valuation of OTC Derivatives
* Providing valuation expertise and oversight for matters relating to OTC Derivatives to internal and external stakeholders

Responsibilities:

As an Associate VP within the U.S. team, you will be reporting to the VP of a business line within the U.S. OTC Valuation supported by a team of analysts.

* Supervision of daily tasks that are required for valuation, analysis, and production of pricing for OTC Derivatives for a business line
* Active involvement in onboarding of new clients and responding to queries posed by our internal stakeholders and our clients
* Partner with the VP leads of the team in shaping and defining the daily operating model, representing the OTC Valuations team in client discussions
* Identification and mitigation of risk, owning and maintaining documentation required for the controls
* Active involvement in strategic project management and execution, training and development of staff, development of tools and capabilities to enable valuation analytics and process efficiencies

What We Are Looking For:

Minimum:
* Bachelor’s Degree in Finance, Engineering, Mathematics or Statistics
* 1-3 years of experience in the field of OTC Derivatives, Complex Securities Valuations
Ability to lead a team daily and provide technical guidance on matters relating to OTC Derivatives Valuation
* Excellent teamwork, interpersonal, oral and written communication skills
* Excellent analytical, organizational and time management skills
* Ability to effectively prioritize and execute tasks in high pressure environment
* Proficiency in using Microsoft packages particularly Excel, Access and VBA

Preferred:
* CFA or equivalent specializations or Master’s degree in related field
* Proficiency in building visualizations and analytics using Microsoft Excel and/or Tableau
* Proficiency in programming using Python, Pandas, and related libraries

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  • Min Education: BA/BS
  • Min Experience: 1 years

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