Additional Job Listings

• Location:New York
• State:NY
• Salary:$100K+
• 

Job Types:

Accounting & Controls

To provide verification of desk valuation using independent pricing sources for the fixed income credit desk, covering products including but not limited to the following: Single named CDS, Credit Indices, Corporate Bonds.

Main Duties 

• Manage and report on the various pricing components/valuation of all Fixed Income credit products including Single Name CDS, Bonds, Credit Indices, Credit Options, and Credit Linked Notes.

• Analysis on a periodic basis of the mark to market to ensure that all aspects of the valuation (i.e. spreads, recovery rates, restructuring types) are being accurately reflected in the risk systems.
• Work with the PCG, Risk Management and Market Risk to establish pricing processes, thresholds, reporting requirements.
• Timely resolutions of pricing/valuation and reserves differences.
• Documentation of all new processes and products within the group.
• Develop proper control methodology. Create reporting tools and analysis to better monitor/forecast exposure and financials.

Person Requirements

• Bachelor’s degree within the following: Finance, Accounting, Statistics, Mathematics, or Economics.
• Expertise in derivatives control reporting and pricing analysis is preferred
• Broad-based knowledge of financial service-related operations
• Good understanding of credit markets and products 
• Ability to effectively communicate with colleagues and clients within the organization
• Strong PC skills, especially with Excel and Access
• Strong team player

• Credit Derivative experience or fixed income / equity derivatives 

(872858)