Macro Valuations Associate

Awesome Opportunity with a Thriving Global Macro Hedge Fund in New York City!

Premier Global Macro Hedge Fund in NYC!

The team manages the valuation of various investments ranging from exchange traded products to derivatives traded in OTC markets, including equities, listed futures/options, bonds, fixed income OTC derivatives (interest rate swaps/swaptions, FX spot/forwards/options), credit derivatives, commodity products, venture capital, and private equities. The Valuation team provides valuations and P&L for investments for portfolio managers, the Risk team, and senior management.

Responsibilities include:

• Manage the valuation and models for various products, such as Credit derivatives, interest rate swaps/swaptions, FX derivatives, Government bonds, and Corporate bonds.
• Manage the process to control market data inputs to the valuation models (yield curve, inflation curve, volatility surfaces, credit curves, etc.) and ensure the valuation process complies with the firm’s valuation policy.
• Perform price testing analysis with counter party valuation and other third-party vendors’ prices such as Bloomberg or Markit. Maintain valuation support as evidence of accurate investment valuation.
• Liaise with front office, risk team, and other supporting teams regarding pricing, valuation, P&L, and valuation models.
• Work closely with the Technology team to implement valuation setup for new products and automate the valuation process.

Seeking candidates with:

• 3-5 years of valuation experience in Fixed income derivatives such as Interest Rate, Credit, or FX derivatives.
• Strong knowledge of derivatives valuation modeling principles.