OTC Derivatives Valuations Representative


New York, NY

What you'll be doing

Perform independent valuation of OTC derivatives products across all asset classes, including equity, interest rate, foreign exchange, credit and commodities, using proprietary quantitative models and market data inputs. Reconcile differences between valuations derived from multiple sources to determine fair value of clients OTC derivatives portfolios. Interact with other departments including fund accounting and OTC derivatives operations in US and globally. Perform ad-hoc analytical and reporting tasks from clients as assigned by supervisory staff. Maintain effective relationships with clients. Train valuations staff in valuation methodology and procedures. Effectively utilize companies proprietary software applications including trade capture, task management, pricing and reporting systems. Help produce management information reporting.

What your background should be

4+ years experience in cash and derivatives products valuations experience recommended. Proficient with Bloomberg terminal particularly with OTC derivative valuation models. Experience with quantitative pricing models is a plus. Strong knowledge of MS Excel. Strong attention to detail. Solid analytical and problem solving capabilities. Ability to work under pressure and manage multiple tight client deadlines. Strong communication skills, including written, listening and presentation abilities. Proven client relationship management skills.

Required Schooling / Training

Bachelor degree in mathematics, accounting or finance or related field.

Who is the client company

The client company is a leading global provider of cloud-based fund services, technology and mobility-enabled infrastructure for hedge funds, fund of funds, private equity and managed account managers.
If you are interested in this position, send your resume to apply@kochdavis.com