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VP Valuations

This job is no longer available

Michael Page USA
07 January 2014
21 January 2014
United States / New York
Contract Type

Further information

The position is for valuation professional with excellent working knowledge of both RMBS and Credit Derivative products.

Job description:

The primary functions include:

  • Perform in-depth IPV analysis
  • Determine appropriate pricing sources
  • Calculate potential adjustments and prepare reports supporting the results
  • Partner with other teams to implement the new IPV reports
  • Analyze the new proposed reports in relation to the current process and suggest changes, improvements as necessary
  • Perform the CDS IPV process for positions originating in No America
  • Perform the IPV for interest rate caps/floor and swaptions
  • Prepare and present in front of the Valuation Committee
  • Participate in special projects as requested by management

Who we are looking for:

  • BS in Accounting, Finance, Math required CFA, MBA or advance graduate degree in Math or Hard Science would be a plus.
  • Strong working knowledge of Credit and Interest Rate Derivatives with an emphasis on valuation of CDS and IRS
  • Solid experience valuating MBS CMOs, MBS Pools, MBS Pass-through, CLOs, TRUPS, ABS securities and credit structured assets Excel, VBA, and Bloomberg skills
  • Current on accounting pronouncements affecting valuation such as IFRS13 as well as developing financial industry valuation trends such as CVA, FVA, and discounting using OIS curve

What's on offer:

Competitive base + bonus + benefits

Michael Page USA