23 Dec
Senior Quantitative Valuation Analyst
California, Ranchocordova , 95670 Ranchocordova USA

job summary:

We have a 6+ month contract opportunity for a Senior Quantitative Valuation Analyst in Rancho Cordova, CA. This position will work from home while Covid protocols are in effect.

Roles and Responsibilities:
  • Dedicated to creating, reviewing and maintaining internal fair valuation models.
  • Conduct applied research to identify, evaluate and test fair valuation models across equity, fixed income, currencies and derivatives instruments.
  • Complex Securities Support: Assist Global Pricing teams with complex securities valuation research and analysis. Includes creating models that would be used as secondary or tertiary validation sources for securities priced using broker/dealer quotes.
  • Attend audit meetings to explain in detail the valuation models and inputs.
  • Provide special reports, analysis and/or research to the VC and the Funds Boards of Directors/Trustees
  • Support Global Pricing teams with periodic deep dive analysis and reports.
  • Participate in the Vendor Due Diligence process analyzing vendor methodologies.
  • Client facing includes ad-hoc meetings with Sub Advised clients to respond to fair valuation questions/details and participate as needed during client due diligence meetings.

Qualifications
  • Bachelor's degree, preferably in Finance, Math or other quantitative discipline.
  • Advanced Degree: (MBA, PhD, M.Sci. preferred) in Business, Finance, Mathematics or any other quantitative or related business field of study looked upon favorably.
  • Professional certifications such as Certified Financial Analyst (CFA) preferred
  • At least 4-7 years of relevant work experience in the mutual fund/financial services industry in: investment management, investment performance, or research required.
  • Advanced knowledge of statistical theory and a good understanding of financial instruments and markets required.
  • Demonstrated ability to utilize quantitative, statistical and mathematical financial techniques for independent fair valuations of securities including prior experience in model development, risk, valuation, and model validation development and implementation for Structured Products, Foreign Exchange, Equity, Fixed Income and OTC derivatives.
  • Requires demonstrated ability to perform some database management, and perform programming of the valuation models. At a minimum, utilizing tools such as Excel (macros) and market data from providers such as Bloomberg.
  • Excellent communication skills, requires written and verbal communication with senior leaders and professionals including Valuation Committee members, Portfolio Managers, Internal/External Auditors, and Board of Directors/Trustees.
  • Able to handle multiple priorities concurrently and manage business expectations accordingly.
  • strong attention to detail and accuracy.
  • Direct experience on a trading desk or portfolio management team preferred.
  • Complex securities valuation - experience with MBS, ABS, CMOS while not directly applicable, highly respected
  • Working knowledge of common equity models (comp and DCF), Black Scholes, binomial trees, GARCH, and plain vanilla bonds required.
  • Persuasive - ability to present a logical a well thought out explanation and rational especially with respect to models and their inputs required.
location: Rancho Cordova, Californiajob type: Contractsalary: $25 - 30 per hourwork hours: 8am to 4pmeducation: Bachelors responsibilities:
  • Dedicated to creating, reviewing and maintaining internal fair valuation models.
  • Conduct applied research to identify, evaluate and test fair valuation models across equity, fixed income, currencies and derivatives instruments.
  • Complex Securities Support: Assist Global Pricing teams with complex securities valuation research and analysis. Includes creating models that would be used as secondary or tertiary validation sources for securities priced using broker/dealer quotes.
  • Attend audit meetings to explain in detail the valuation models and inputs.
  • Provide special reports, analysis and/or research to the VC and the Funds Boards of Directors/Trustees
  • Support Global Pricing teams with periodic deep dive analysis and reports.
  • Participate in the Vendor Due Diligence process analyzing vendor methodologies.
  • Client facing includes ad-hoc meetings with Sub Advised clients to respond to fair valuation questions/details and participate as needed during client due diligence meetings.
qualifications:
  • Experience level: Experienced
  • Education: Bachelors (required)
skills:
  • Derivatives
  • Equities
  • Mutual Fund
  • valuation
Equal Opportunity Employer: Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status. Qualified applicants in San Francisco with criminal histories will be considered for employment in accordance with the San Francisco Fair Chance Ordinance. We will consider for employment all qualified Applicants, including those with criminal histories, in a manner consistent with the requirements of applicable state and local laws, including the City of Los Angeles' Fair Chance Initiative for Hiring Ordinance.


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