Valuations

Structured Products Valuations Analyst (056)

Description:

Dynamics Associates is currently working with a premier American Investment Bank in search of a Valuation Analyst to join their Global Mortgages and Structured Products team sitting within their Price Valuation Group. This individual will be applying independent price testing procedures for securities and derivatives that are valued by the front office.

Requirements:

  • Bachelor’s Degree in finance, Accounting or Mathematics.
  • The candidate should possess advanced Excel skills and be familiar with Intex pricing tool.
  • The candidate will have a detailed understanding of RMBS and/or ABS obtained during experience at a bank, pricing vendor, consulting firm and or other types of financial institutions.
  • Previous experience in building pricing models.
  • Mortgage product valuations experience.

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Hedge Fund Valuations Analyst (046)

Description:

A Global Investment Management firm is in search of a Valuations Analyst to build and maintain pricing models, setup new products, observe and analyze pricing processes. The ideal candidate will build out pricing models focused on the firms trading positions. The team will also be tasked with conducting Profit & Loss while reporting to Portfolio Managers and other office personnel.

Requirements:

  • 4-6 years of experience across multiple products
  • Experience working with trading desks
  • Knowledge of Murex, Imagine and experience with databases
  • Detail oriented; demonstrating thoroughness and strong ownership of work
  • Intellectual curiosity to understand how systems and complex processes interact with each other
  • Strong communication skills and ability to provide excellent client service

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Hedge Fund Valuations Analyst (045)

Description:

A Global Investment Management firm is in search of a Valuations Analyst to build and maintain pricing models, setup new products, observe and analyze pricing processes.The ideal candidate will build out pricing models focused on fixed income products and work closely with Risk and Technology departments to integrate and calibrate pricing models, and incorporate market data feeds to produce the firm’s official valuation. This individual will also liaise between front office, technology, risk management and operations on various initiatives. 

Requirements:  

  • Undergraduate degree, with experience building and maintaining fixed income curves. 
  • 3-5 years of valuations experience.
  • Knowledge of programming languages such as (SQL, VBA, R, MATLAB). 
  • Experience working with trading desk.
  • Able to work in a high pressure, constantly changing environment.

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Valuations Vice President (043)

Description:

Dynamics Associates is working with a $6 billion asset manager that is looking to add a Vice President to their Valuations Group. This individual will lead a team who builds cash-flow models and other valuation tools to gain insights for their assets not covered by Bloomberg or Intex. This individual will also help develop relationships with third party vendors to help with multiple pricing issues.

Requirements:

  • 10+ years’ experience in a bank’s valuation department, valuation team at an auditing firm or as an analyst at an independent valuation firm.
  • Ideal candidate would have experience working with Hedge Funds or Private Equity Funds.
  • Structured Credit (ABS) and/or whole loan product experience is required.
  • Valuation experience in at least one, but preferably multiple high yield ABS credit sectors (i.e. CMBS, TruPS, CLOs, RMBS, SBC, Aircraft, Equipment Lease, and Student Loans), as well as residential, small balance, and reverse whole loans.

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VP Commodities Valuations (037)

DESCRIPTION

Dynamics Associates has recently been engaged by a top-tier US Investment Bank seeking a VP and an Associate to join their Commodities team. This individual will be responsible for reporting financial data, price verification & Profit and Loss. On top of gaining strong technical skills, you will get extensive exposure to the business reviewing and analyzing trading activity.  

REQUIREMENTS

  • At least 5-7 years of relevant work experience
  • Accounting, Economics or Finance degree preferred   
  • CPA, or CFA preferred
  • Strong quantitative, analytical and organizational skills  
  • Strong understanding of derivatives and the Greeks  
  • Highly motivated and adaptable; the ability to work on a global team of diverse individuals

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Hybrid Valuations (034)

Description

Dynamics Associates is working with a global hedge fund with more than 2000 employees and offices in North America, Europe and Asia. The client pursues a global multi-strategy approach to investing including: Relative Value Fundamental Equity, Statistical Arbitrage, Fixed Income, Merger Arbitrage, Futures/Currency, and Options among others. They are looking for a charismatic and intelligent candidate that will be responsible for overseeing the daily and monthly valuation control process while assisting in analyzing Profit and Loss, risk, and pricing processes. The role will also entail some automation, utilizing VBA and other quantitative tools. Furthermore this individual will also be liaising between front office, technology, risk management and operations for any valuation issues.

Requirements

  • 2-5 years of experience Product control/Profit and Loss/Accounting background
  • Daily interaction primarily with traders, risk, senior management, and accounting
  • Valuation Control and Automation/ process improvement
  • Knowledge of products including: bonds, credit, rates, FX, options, futures, and equity.
  • Products – Ideally Rates and Credit, Vol products would also be a plus
  • Murex/Imagine knowledge would be helpful
  • SQL/Visio/PPt knowledge would be helpful

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Valuation Specialist, Director (021)

Description

The ideal candidate will focus on applying independent price testing procedures for derivatives that are fair valued by the front office. Secondary responsibilities may include calculation of liquidity, model and other valuation adjustments as specified in the LOB valuation control procedures. This individual will also be able to clearly document and communicate results of procedures applied to team members and supervisors within Business, Finance & Control. 

Requirements

  • 10+ years of financial derivatives experience in trading, large bank, hedge fund, Risk, Quantitative or pricing technical role.
  • At least 5 years of hands-on experience on programming languages like, VBA/C/C++/Python. Must be very skillful on EXCEL.
  • Deep understanding on pricing mechanism behind credit products/exotic derivatives and the respective CVA/FVA/UMR.
  • A team player must be highly self-motivated and take ownership. 

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Valuations Specialist, Vice President (020)

Description

The ideal candidate will be defining and critiquing the methodologies for Independent Price Verification and associated Liquidity/Model/Deal Specific Valuation Adjustments for any given product or risk. The individual will work closely with Traders, Market Risk, Model Risk Management, FO Quants, Business Finance & Control and Senior Managers. The candidate will also be able to communicate options to senior management on all valuation and control issues of the products and businesses. The individual will develop systematic valuation processes for the products, and collaborate with strategic projects, such as key risk management and system enhancements.

Requirements

  • 3-8 years of valuation or financial modeling experience, with proven understanding of commercial real estate. distressed credit, and structured product analysis/valuations.
  • Excellent verbal & written communication, documentation, and problem-solving skills. 
  • Possess intermediate-to-expert level computer skills with MS Office, VBA, INTEX, Bloomberg API.
  • BS/MS degree, ideally focused on a quantitative discipline (CFA, FRM, MAI a plus)
  • Demonstrate in-depth knowledge of valuation models/tools construction and have solid bond math understanding.

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Valuations Specialist, Vice President (019)

Description

The ideal candidate will work with the Business Finance & Control Group to support interest rate exotics and manage the testing and valuation of the America Interest Rates derivative portfolio. The products that the individual would be covering would range from CMS Linear, CMS Digital, Leveraged Steepener, Berm/Accreter, AutoCall, and mid-curve Swaption. The candidate will support the price verification and improve the valuation adjustment methodology for the HJM model. This individual will also interact with Traders and work with Risk, Quantitative, and financial modelers.

Requirements

  • 6 years of progressive experience or related
  • Bachelor's degree in Quantitative Finance, Financial Engineering, Physics, Maths or related
  • Master's degree in Quantitative Finance, Financial Engineering, Physics, Maths or related plus three years of experience or related.
  • Experience with interest rate products including bonds, swaps, swaptions, caps, bermudan swaptions.
  • Experience with modeling for IR Exotics pricing including HJM and BGM.

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