An alternative investment firm with over 19 years of unrivaled expertise in deploying relative value strategies across fixed income markets, serving institutional investors globally. With a widespread presence in key financial hubs including Wayzata, New York City, West Palm Beach, Geneva, Zug, Copenhagen, and Singapore, committed to delivering excellence in the world of alternative investments. This role represents an opportunity to be a joining member in the build out of the centralized valuation team supporting the overall Alternatives platform.
Position Overview:
- Work closely with and support the Head of Valuation
- Support the preparation of quarterly valuation models and portfolio analytics for various asset classes
- Perform model validation on new valuation models
- Coordinate with finance, IT, risk and other supporting teams about pricing, valuation, P&L and valuation models
- Assist the head of valuation in managing the valuation process on market data inputs to the valuation models (yield curve, volatility surfaces, credit curves) and ensure the valuation process is in compliance with policy
- Work closely with Technology team to implement valuation setup for new products and automate the current process
- Perform price testing analysis with counterparty valuation and other third-party vendors’ prices such as Bloomberg
- Maintain the valuation support as evidence that investment valuation is accurate
- Manage and coordinate communications with third party valuation service providers and auditors throughout the valuation process
To view more of our recent openings, please visit https://www.dynamicsnyc.com/positions
