Senior Associate for Liquid and Structured Credit Valuations, overseeing daily valuation processes, ensuring pricing accuracy across complex securities, and maintaining strong controls over valuation reporting. This individual will act as a key liaison between trading, finance, investor relations, and custodians, while driving process improvements.
Shift Timing - India night shift - (6:30 PM to 3:30 AM from Mar-Oct and 7:30 PM to 4:30 AM from Nov-Feb)
Responsibilities
- Oversee daily and nightly pricing processes across all liquid portfolios, ensuring all facilities are marked accurately and on time.
- Review and resolve pricing exceptions in partnership with the trading desk, coordinating with the Corporate Actions team on restructured securities.
- Serve as the primary contact for custodian pricing inquiries and manage ongoing valuation-related requests from Investor Relations.
- Produce and deliver regular price override, vendor source comparison, and back-testing reports, incorporating trading desk feedback.
- Maintain valuations for the European non-performing loan portfolio and oversee month-end audit processes in Geneva.
- Prepare Valuation Committee materials and support monthly SOC control processes, ensuring completeness and accuracy of documentation.
- Maintain and enhance mark calculation models for Liquid deals on a quarterly basis.
- Identify and implement process improvements to strengthen efficiency, controls, and transparency across the valuation function.
- Support internal and external audits and contribute to valuation policy development in line with regulatory standards.
- Act as a key liaison between Trading, Finance, Investor Relations, and external partners including custodians and auditors.
Required Qualifications
- Strong understanding of fixed income markets and structured credit products, including CLOs, ABS, CMBS, and other asset-backed securities.
- Familiarity with pricing methodologies for liquid credit instruments, including leveraged loans, high-yield bonds, and distressed securities.
- Experience with valuation systems and controls, including working with vendor pricing sources and internal override processes.
- Proficiency with Geneva, Power BI, and/or Bloomberg a plus, but not required.
- Ability to prioritize multiple responsibilities and work under tight deadlines with superior organizational skills.
- Strong oral and written communication skills with the ability to convey complex valuation concepts to diverse stakeholders.
- Demonstrated attention to detail and commitment to accuracy in a fast-paced, deadline-driven environment.
- Experience with SOC controls, audit processes, and internal control frameworks a plus.
- Relevant experience of 2 to 4 years.
