Valuations specialist / Independent price Verification

Valuation Specialist - Independent Price Verification Job Description

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.).

Experience / Qualification -

Required :

Skills Required

Bloomberg, Ms Excel, Valuation Models, Otc Derivatives