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
