Senior Associate – Valuations

Selby Jennings Buyside

A Big 4 Consulting firm is hiring a Senior Associate to join their Valuations team for their NY office.

This team works on a project basis with all of the large financial institutions and asset mangers in the NY/NJ area.

The hire will be responsible for the validation of derivative and capital market hedging and pricing models, performing valuations on financial instruments and derivatives (CVA, DVA), and gaining broad exposure working across FX, interest rates, credit, commodities, and treasury models in a client-facing environment.

Responsibilities:

• Performing independent valuations related to financial instruments and derivatives, including valuation adjustments (CVA and DVA)
• Creating, documenting and enhancing pricing models, valuation methodologies and procedures
• Reviewing and validating market risk (Value-at-Risk), stress testing, valuation and other financial analysis models
• Reviewing derivative and capital market instrument pricing and hedging models

Qualifications:

• 2+ years of relevant experience in the financial services industry
• Strong knowledge of valuation software tools and programming skills in Python, C++, and VBA
• Extensive knowledge of financial products ..ex) interest rates, equity derivatives, fixed income, etc.
• Master’s degree in Finance, Financial Engineering, Mathematics, Economics, etc.