Senior Valuations Analyst / Associate

About the role

CCaventus, a global asset manager focused on credit and asset-oriented investments, is expanding its Valuations team in New York with a Senior Analyst / Associate. This is a technically demanding, senior individual contributor role with team leadership responsibility, working under the EVP of Valuations.

Key responsibilities

• Lead and own fair value engagements for exotic/structured derivatives, fixed income, equity-linked and hybrid instruments, and options and contingent claims
• Build, maintain and critically review valuation models such as DCF, binomial lattice, Monte Carlo, Black-Scholes and credit models, calibrating them to market data and running sensitivity and scenario analysis
• Apply US GAAP standards (ASC 820, 946, 825) and support external auditors and fund administrators on fair value sign-offs and Level 3 roll-forwards
• Prepare technical memoranda and act as the main point of contact for portfolio teams and clients on instrument-level valuation questions
• Mentor junior analysts and associates, manage engagement workflows end to end, and communicate conclusions to non-technical stakeholders

Required profile

• Bachelor's degree in Finance, Applied Mathematics, Economics or a quantitative finance major; Master's a plus
• 3-5 years of valuation experience at a Big 4 or Top 20 public accounting and advisory firm
• Demonstrated experience performing and reviewing valuations of debt, derivatives and common stock
• Experience with Capital IQ and ability to handle multiple engagements at once
• Excellent written, interpersonal and presentation skills

Required skills

• Proficiency in Microsoft Excel and Word
• Knowledge of valuation models and software (Monte Carlo, binomial models, Thomson Reuters or Bloomberg)
• Understanding of financial instrument accounting standards is a plus
• Python coding and CFA candidates are a plus

What we offer

• Health care plan (medical, dental and vision), retirement plan (401k, IRA) and life insurance
• Paid time off, family leave and disability coverage
• Training and development, free food and snacks, wellness resources