Associate, Valuations

Landing Point; Stamford (CT); On-site; USD 100,000 - 120,000; Full time

Job summary

Landing Point seeks an Associate to support pricing and valuation processes for its asset management platform in Stamford, CT. You will own mid-day and end-of-day PnL flash, build models, and collaborate with brokers and the valuation team.

You will monitor pricing, respond to PM inquiries, and maintain trackers for investments and vendors. Strong derivatives knowledge and up-to-date certifications are valued.

Qualifications

• Advanced knowledge of derivatives including vanilla options, swaps, CDS, FX forwards, futures, convertibles and notes.
• Knowledge of exotic options, variance/volatility swaps, structured debt is a plus.
• CFA or FRM certification is a plus.
• 0-5 years of experience in pricing/valuation or related roles.

Responsibilities

• Perform and own mid-day and end-of-day PnL flash across the firm.
• Assist valuation by creating and maintaining pricing models.
• Monitor broker and Markit pricing and address pricing questions from PMs.
• Maintain internal trackers for investments and vendors.
• Address fund admin questions and requests.
• Monitor stale prices and resolve issues with admins, IT, middle office and pricing vendors.
• Construct monthly broker-quoted matrix for structured product debt.
• Upload month-end prices into the accounting system and reconcile.
• Prepare the Valuation Committee Package and present on hard-to-value securities.
• Review month-end pricing accuracy.

Skills

Derivative products

Pricing models

P&L analysis

Valuation

Vendor coordination

Education

CFA

FRM

Tools

Markit

Accounting system

Job description

Company Overview:

A multi-billion-dollar asset management firm with a global presence is seeking an Associate to support various pricing and valuation processes. The firm is known for deploying multiple absolute return strategies and identifying growth opportunities uncorrelated to market indices.

Job Responsibilities:

• Perform and own the mid-day and end-of-day PnL Flash distributed firmwide
• Assist the valuation team during pricing by creating and maintaining pricing models
• Monitor and assist with broker and Markit pricing
• Address ad hoc pricing questions from portfolio managers and the middle office
• Maintain internal trackers for investments and vendors
• Address fund admin questions and requests
• Monitor stale prices and resolve pricing issues with admin, IT, middle office, and pricing vendors
• Construct the broker-quoted matrix for structured product debt monthly
• Upload month-end prices into the accounting system and reconcile prices against the fund admin
• Help prepare the Valuation Committee Package
• Present on hard-to-value securities in the Valuation Committee meeting periodically
• Review month-end pricing accuracy

Qualifications:

• Advanced knowledge of derivative products including vanilla options, interest rate swaps, credit default swaps, FX forwards, futures, convertible bonds, notes
• Knowledge of exotic options, variance & volatility swaps, structured product debt is a plus
• Additional certification such as CFA or FRM is a plus
• 0-5 years of experience

Compensation:

Salary: $100,000 - $120,000, Plus Bonus