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Valuation and Pricing Analyst

Valuation and Pricing Analyst

ConfidentialPune, India
5 days ago
Job description
  • Be responsible for monthly IPV process using external data sources and internal client models
  • Run Intex models to analyze and value structured products , including RMBS, CMBS, ABS, and CLOs.
  • Perform cash flow modeling, scenario testing, and sensitivity analysis for structured credit investments.
  • Assist in day-to-day management including, but not limited to, checking daily and monthly pricing feeds from multiple vendors, trade back testing, stale price checks, escalation to senior management, and completion of ad-hoc deliverables.
  • Prepare summaries to review results with senior finance executives and investment team
  • Ability to challenge the valuation methodologies proposed by the investment team
  • Analyze key valuation drivers and structures, waterfalls, cash flow triggers, loan origination process, pricing models, servicing, market trends, technical factors, collateral characteristics, and government actions that impact valuation
  • Oversee the preparation, review and presentation for the monthly valuation committee meetings
  • Responsible for managing relationships with third party pricing vendors and third party valuation firms
  • Ensure existing supporting technology is optimally utilized
  • Be responsible for enhancing and streamlining existing working processes including evaluating opportunities for further automation

    Skills

    • Strong understanding and valuation experience across a range of Securitized Products including CMBS, CLOs, RMBS, ABS, Whole loans, MSR's and experience with INTEX for cash flow analysis, valuation and pricing
    • Private Equity and Derivatives valuation experience a plus
    • Ability to work in a dynamic, fast paced environment
    • Strong Excel and analytical skills required
    • Strong Power Point and modeling skills experience preferred
    • VBA, SQL, Bloomberg a plus
    • Familiarity with ASC820 preferred
    • Excellent oral and written communication skills; strong attention to detail
    • Ability to take ownership of issues, multi task, manage their own time and work independently
    • Strong interpersonal skills and ability to work collaboratively across various teams / groups
    • Skills Required

      cmbs, Derivatives, intex , Sql, CLOS, Bloomberg, Private Equity, Vba, Excel

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