Our client is a top rated independent valuation practice. With offices located throughout the country, they are a full service firm offering a wide range of valuation and corporate finance services to both private and public companies nationwide. The ideal candidate should have concentrated valuation experience and strong experience with complex financial instruments.
Responsibilities:
Our client is seeking a candidate with heavy quantitative skills.. The role has two needs; The first is a background in Stock Compensation. The second is strong prior experience with CLO’s. The candidate will be responsible for supporting valuation services: specifically complex financial instruments. They will perform analysis and review model functionality, evaluate, and document the methodology employed, assumptions used and conclusions reached. The ideal candidate will have experience valuing structured products as well. They will have exceptional communication skills. They will be responsible for presenting valuation concepts to institutional clients which consist of hedge funds, private equity, pensions and endowments and financial institutions.
Qualifications:
5 years plus experience with options/derivatives valuations
Bachelor’s degree in math, physics or engineering from an accredited college/university
Experience in stock compensation
Exposure to structured credit asset classes like CMBS or CLOs and/or CDOs
Experience with RMBS analysis is a plus
Modeling experience with Intex
Some familiarity with other market data applications such as Bloomberg is essential
Some entrepreneurial experience
Strong verbal and written communication skills
Location: New York City, NY
Salary: $125,000 – $150,000 Plus Bonus and Quarterly Profit Sharing
