Modeling and Analytics Sr. Associate Modeling and Analytics Sr. Associate …

Selby Jennings Investment Banking
in New York, NY
Permanent, Full time
Last application, 02 Dec 21
Negotiable
Selby Jennings Investment Banking
in New York, NY
Permanent, Full time
Last application, 02 Dec 21
Negotiable
Selby Jennings Investment Banking
A Big Four Consulting firm is looking to build out their modeling and analytics team based in New York. This role will serve as a senior associate for the team, with a focus on validating derivative and capital market hedging and pricing models.

A Big Four Consulting firm is looking to build out their modeling and analytics team based in New York. This role will serve as a senior associate for the team, with a focus on validating derivative and capital market hedging and pricing models.

The firm is ideally looking for an up-and-coming candidate who is eager for more client-facing exposure. This role will give the opportunity to work on projects with a number of the top financial institutions and buyside shops. The ideal candidate will have strong technical skills and the personal skills to influence change.

Responsibilities:

  • Perform CVA and DVA valuation adjustments.
  • Create and enhance pricing models and valuation methodologies
  • Cover financial risk management across asset classes.
  • Validate VaR, stress testing, valuation, and other financial analysis models
  • Analyze derivative and capital market pricing and hedging models

Qualifications:

  • 1-4 years of relevant work experience in the industry
  • Deep knowledge in valuation software and programming skills
  • Effective interpersonal and communication skills
  • Must be currently authorized to work in the US without the need for visa sponsorship
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