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VP Valuations

This job is no longer available

Michael Page USA
07 January 2014
21 January 2014
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