P&L Valuations Analyst

We are seeking an Intraday P&L Specialist to work as part of our P&L Valuations team in New York. This role collaborates closely with groups across the firm including Portfolio Managers, Treasury, COO team, Operations, Risk, Quants, and Technology.

Requirements

• Owning the intraday pricing, valuation and P&L reporting processes
• Ensuring accuracy of market data feeds including building/specification of controls to highlight outliers and spikes
• Perform independent price verification for listed & OTC instruments using market data, broker quotes, curves, and models
• Escalation of valuation discrepancies
• Liaise with Portfolio Managers, Trader Assistants and Operations on trade amendments, life-cycle events, and corporate actions that affect intraday valuations
• Input into set up and build of curves and surfaces – vendor, instruments used etc
• Support new products onboarding and relevant market data feeds
• Collaborating with T+1 P&L and Valuation team to ensure accurate adjustments and subsequent T+1 P&L reporting
• KPI tracking – accuracy of intraday P&L, reduction in T+1 manual adjustments etc

Benefits

• Performance bonus
• Competitive benefits package