RiskManagement,Associate

Three (3) years of experience researching financial performance of private and public companies, Three (3) years of experience sourcing, cleansing, and analyzing market data to validate valuation inputs, Three (3) years of experience pricing complex financial instruments, including derivatives (swaps, options, and structured products), fixed income, and equities using modeling, Three (3) years of experience configuring and analyzing Bloomberg models for swap valuations and Black Scholes/Discounted Cash Flow based on relevant investment, Three (3) years of experience performing independent price testing by comparing internal models against brokers and market data vendors and reconciling, Three (3) years of experience applying ASC 820 to ensure accurate valuation impacts on financial statements and regulatory, Three (3) years of experience assessing model assumptions, identifying potential model risk, and working with risk teams to validate pricing, Three (3) years of experience conducting what-if analyses on pricing models to assess the impact of changes in interest rates, volatility, credit spreads, liquidity conditions and alternate vendor, Three (3) years of experience preparing detailed technical documentation on pricing methodologies, model assumptions, and input sources to support internal audits and regulatory reviews.