Associate, Macro Valuation
Core
Manage valuation and models for credit derivatives, interest rate swaps, FX derivatives, government bonds, and corporate bonds, ensuring accuracy and policy compliance for the firm's hedge fund, private equity, and venture capital portfolios.
Role type
Associate, Macro Valuation
Builds
Valuation models and P&L reports for diverse asset classes including derivatives and fixed income
Domain
Hedge funds, Private Equity, Venture Capital, Derivatives, Fixed Income
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Valuation of fixed income derivatives, Derivatives valuation modelling, Financial products and Greeks knowledge, VBA/Macros/Python programming, Market data input management, Price testing analysis
Preferred skills
None stated
Technologies
VBA, Macros, Python
Responsibilities
Manage valuation and models for various products; Control market data inputs to valuation models; Perform price testing analysis with counterparty and third-party vendors; Maintain valuation support documentation; Liaise with investment professionals and support teams; Work with Technology team to implement valuation setup and automation
Seniority
Mid-level, hands-on IC
