Valuation Specialist - Independent Price Verification

Key Responsibilities

• Verify the accuracy of externally sourced prices for listed instruments and of externally sourced market values for OTC derivatives.
• Calculate fair values of less liquid securities (e.g. distressed debt, convertibles, delisted equity etc.) with a proprietary IT application or with valuation models provided by third party vendors.
• Calculate fair values of OTC derivatives (e.g. CDS options, callable swaptions, etc.) with proprietary IT application or with valuation models provided by third party vendors.
• Resolve time critical valuation issues respecting the cut-off times of the funds in the specific location.
• Prepare inputs for pricing committees, in particular assemble monthly data / statistics, generate research, etc.
• Communicate effectively with stakeholders (e.g. Risk Management, Investment teams, Legal & Investment Compliance, Fund Administration, etc.).
• Collaborate closely with valuation specialists to ensure common best practice is being applied for all AllianzGI portfolios globally.

Experience / Qualification -

Required :

Excellent people skills and good communicator; must be able to effectively communicate to various levels (management, investments, sales / client service, outside business partners).

Preferred :

Fluent (in spoken and written) in German.

Skills Required

Ms Excel, Microsoft Office, black scholes , Sql, Bloomberg, Ms Access, Vba, Python