Valuations Analyst - Fixed Income & Derivatives Pricing

Abacus Group; Connecticut; Vor Ort; USD 90.000 - 150.000; Vollzeit

Zusammenfassung

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.

Qualifikationen

• 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.

Aufgaben

• 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.

Kenntnisse

Analytical skills

Communication skills

Attention to detail

Tools

Excel

Bloomberg

Reuters

Jobbeschreibung

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.