A Big 4 Consulting firm is looking to bring on a Senior Associate to join their Modeling and Valuations consulting team for their NY office.
This team will work on a project basis with most of the larger financial institutions and asset managers in the NY/NJ area.
The firm is looking for candidates who are eager for client-facing exposure, strong technical skills, and familiarity in the risk industry. The firm is ideally looking for candidates with 1-5 years of relevant experience in the financial services industry.
- Performing independent valuation related to complex financial instruments and derivatives
- Valuation adjustments (CVA and DVA)
- Create, enhance, and document pricing models, valuation methodologies and procedures
- Validate derivative and capital market hedging and pricing models
- 1-5 years of relevant experience in the financial services industry, or experience at a consulting firm
- Master's degree in Finance, Financial Engineering, Mathematics, Economics, etc.
- Knowledge of financial products across interest rate and equity derivatives, fixed income and securitization
- Strong knowledge of valuation software tools (Bloomberg, Matlab, Fincad, etc.)
- Strong programming skills (VBA, Python, C++)