MBS Risk & Valuations Associate
New York, New York
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A prominent Alternative Investment firm is looking to add an experienced Structured Products Valuations professional to their MBS Risk & Valuations team due to the growth of their MBS business.
Compensation : $150000 - $200000
- Will work primarily on the reporting of MBS and ABS Structured Products and OTC Derivatives.
- Produce and review daily liquidity risk and VaR calculations
- Produce and review weekly risk report
- Prepare daily and monthly reports and ad-hoc analysis to assist portfolio management and valuation committee in tracking Cost/MV/PNL attribution and price trends/variances
- Verify monthly pricing for OTC securities
- Bachelor’s degree with a major in Finance, Accounting, Economics, Mathematics or the Applied Sciences is preferred
- At least 1 to 2 years of relevant experience, preferably in a finance-oriented role
- Proficiency in Python, VBA, and Excel required; you should be well versed in reporting and data query formation
- Outstanding academic credentials
- MBS valuations experience is required
Disclosure: The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.