Job title

Valuation Specialist - Analyst

Not Mentioned

Job Description

  •  Prepare and review detailed and transparent quantitative modeling and valuation recommendations for instrument types ranging from global equities, fixed income, real estate, distressed debt and derivatives.
  • Engage with specialty portfolio management teams to challenge and review fair valuation recommendations.
  • Real-time oversight of security valuations especially in case of material event impacting certain securities or the market more broadly.
  • Engage with Risk team to review pricing models, pricing processes and assess potential impacts to portfolios from changes.
  • Perform valuation analyses and review model functionality, evaluate, and document the methodology employed, assumptions used, and conclusions reached.
  • Create standardized documentation for all fair valuation reviews and recommendations. Document inputs provided and rational for utilization of a model for each fair valued security.
  • Create standardized documentation for models and processes.
  • Implement enhanced testing of daily vendor pricing valuations and resolve any discrepancies in a timely manner. Monitor, analyze and challenge vendors where appropriate.
  • Institute periodic fair valuation review meetings by asset class to review recommendations with Portfolio Managers.
  • Validate appropriate fair valuation models are applied and maintained for daily portfolio valuations.