Valuations Analyst

Abacus Group; Connecticut; On-site; USD 90,000 - 150,000; Full time

Job summary

Abacus Group seeks a Valuations Analyst for their Manhattan, NY office. The role focuses on pricing exchange-traded and OTC products, intraday pricing control, and valuation of bonds, loans, and CDS using benchmarks and broker quotes.

The candidate will leverage Excel, Bloomberg, and Reuters for fair value analyses, evaluate IRS across currencies, and interact with executives and risk managers to ensure accurate portfolio pricing.

Qualifications

• 2-5 years of relevant experience.
• Experience valuing a range of financial instruments including derivatives, commodities, currencies, equities, and fixed income.
• Understanding of FAS 157 Fair Value Measurements.
• Excellent analytical skills.
• Excellent communication skills.

Responsibilities

• Analyze real-time market data and internal pricing models to determine accurate pricing for exchange-traded and OTC products.
• Oversee intraday pricing and ensure accurate end-of-day prices for all products.
• Establish intraday and closing prices for bonds, bank loans, and credit default swaps using benchmarks, yield spreads, and broker quotes.
• Evaluate valuations for Interest Rate Swaps across multiple currencies using IRS, Swaptions, FRAs, and OIS.
• Leverage Excel, Bloomberg, and Reuters to enhance fair market value analyses.
• Compute and analyze forward exchange rates based on quoted rates and interpolation.
• Coordinate with the independent administrator to ensure accurate portfolio pricing.
• Communicate pricing matters with firm executives, portfolio managers, and the risk manager as needed.

Skills

Analytical skills

Communication skills

Attention to detail

Tools

Excel

Bloomberg

Reuters

Job description

Our client is a capital management firm. They seek a Valuations Analyst to join they Manhattan, NY office.

Responsibilities

• Analyze real-time market data, third-party information, and internal pricing models to determine accurate pricing for all exchange-traded and OTC products
• Oversee intraday pricing and ensure accurate end-of-day prices for all products
• Establish correct intraday and closing prices for bonds, bank loans, and credit default swaps by applying appropriate benchmarks, yield spreads, and direct broker quotes
• Evaluate valuations for Interest Rate Swaps across multiple currencies, including IRS, Swaptions, FRAs, and OIS, using quoted rates to review yield and discount curves
• Leverage technology such as Excel, Bloomberg, and Reuters to enhance fair market value analyses
• Compute and analyze forward exchange rates based on quoted rates and interpolation
• Coordinate with the independent administrator to ensure accurate portfolio pricing
• Communicate pricing matters with firm executives, portfolio managers, and the risk manager as needed

Requirements

• 2-5 years of relevant experience
• Hedge fund experience is a plus
• Experience with calculating market value and P&L of a variety of financial instruments including credit and interest rate, derivatives, commodities, currencies, equities, and fixed income products
• Understanding of FAS 157 Fair Value Measurements
• Excellent analytical skills
• Excellent communication skills

Job ID #47508

Tagged as: In-Office