DESCRIPTION:

Duties: Execute price verification and benchmark processes including the calculation of fair value adjustments. Assist with various Valuation Control Group (VCG) established practices and control initiatives. Contribute to management reporting, regulatory mandates, and consistency within the broader VCG framework. Draw charts and graphs, using computer spreadsheets, to illustrate technical reports. Employ financial models to develop solutions to financial problems or to assess the financial or capital impact of transactions. Evaluate and compare the relative quality of various securities in a given industry. Interpret data on price, yield, stability, future investment-risk trends, economic influences, and other factors affecting investment programs. Monitor developments in the fields of industrial technology, business, finance, and economic theory. Monitor fundamental economic, industrial, and corporate developments by analyzing information from financial publications and services, investment banking firms, government agencies, trade publications, company sources, or personal interviews. Perform securities valuation or pricing.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Finance, Business, Mathematics or related field of study plus five (5) years of experience in the job offered or as Valuation Controller, Structured Finance Valuation, or related occupation.

Skills Required: This position requires experience with the following: financial product valuation with loans and securitized products including ABS, RMBS, CMBS, CLO and whole loans including residential, commercial, and auto; analyzing transaction and process flows and interpreting market color relating to ABS, RMBS, CMBS, CLO and whole loans including residential, commercial, and auto; Pricing and modelling of ABS, RMBS, CMBS, CLO and whole loans including residential, commercial, and auto; interpreting transactions and performing valuations of securitizations including, ABS, RMBS, CMBS, CLO and whole loans including residential, commercial, and auto; performing financial modeling with the full spectrum of prepayment, default and severity scenarios on loans and securitized products including ABS, RMBS, CMBS, CLO and whole loans including residential, commercial, and auto; cash flow discounting; Microsoft excel including developing macros using VBA; Analyzing information on Bloomberg and IntexCalc, including descriptive data, legal documents, collateral performance, yield table, option adjusted spread table, and cash flow projection on securitized products including ABS, RMBS, CMBS, and CLO; IntexCalc, including creating mock securitizations; Pulling independent data from Refinitiv Eikon and price securities in Yieldbook; Automating existing and developing new workflows with Microsoft excel macro, Alteryx, and Python.  This position requires the following certification(s): Chartered Financial Analyst (CFA).

Job Location: 277 Park Ave, New York, NY 10172.

Full-Time. Salary:  $176,000 - $200,000 per year