Description
As a leading financial services and healthcare technology company based on revenue, SS&C is headquartered in Windsor, Connecticut, and has 27,000+ employees in 35 countries. Some 20,000 financial services and healthcare organizations, from the world's largest companies to small and mid-market firms, rely on SS&C for expertise, scale, and technology.
Job Description
We are looking for an Associate/Senior Associate who will join the Valuations team in London to assist with the pricing and validation of all OTC Derivatives and Securities traded by our clients.
The Valuations team is responsible for independently pricing the portfolios of clients in line with their valuation policy, and play a key role in ensuring integrity of the NAV published. Valuations are produced using market data from vendors and internal pricing models, which are then compared to reference valuations to highlight and investigate exceptions.
The successful candidate will have excellent interpersonal skills to collaborate with various interdepartmental teams on valuation matters and have knowledge on various asset pricing models. The candidate will have the ability to work independently on a wide variety of tasks and display an aptitude for problem solving. They will assist in the daily, monthly and quarterly tasks in a timely manner, and where necessary escalate valuation issues to the management or the client.
Responsibilities
- Provide end–to-end valuations across a variety of financial instruments including various OTC derivatives.
- Configure and review the pricing hierarchy and derivative valuation setups in the valuation system, ensuring consistency with the client's valuation policy at all times.
- Be able to generate new ideas, and challenge the status quo, taking ownership to improve efficiency within the valuations team and to help maintain a robust valuation control process.
- Review P&L queries and monthly valuation reconciliations, analysing and commenting on exceptions for the client review.
- To effectively manage client deliverable and prioritise workloads, ensuring NAV tasks have been completed promptly.
- To form good working relationships with internal and external global counterparts (Trade Capture, Fund Accounting, and Securities Pricing, Clients, Counterparties and Vendors).
- To perform yield curve reviews, and assist in projects impacting the valuations business that requires pricing expertise.
- Assist in the periodic Market data vendor due diligence review, tracking performance metrics and analysing data nuances.
- To perform UAT testing on new valuation methodologies for new instrument types and provide feedback to quantitative development team
- Degree in /Finance or another numerical discipline including financial derivative module
- Knowledge on financial instruments such as Fixed Income, Interest Rate Swaps, Equity options, FX options, Swaptions, etc.
- Understanding of applied mathematics in derivative products valuation
- Organisational skills with ambition to see projects and deliverable through to completion.
- Ability to perform investigation of pricing discrepancies between various pricing sources
- Knowledge on Bloomberg would be an added advantage
- Be skilled at prioritising, organising and working on multiple clients/tasks
- Possess excellent written and oral communication skills and ability to communicate complex valuation information to diverse audience
Unless explicitly requested or approached by SS&C Technologies, Inc. or any of its affiliated companies, the company will not accept unsolicited resumes from headhunters, recruitment agencies, or fee-based recruitment services.
SS&C Technologies is an Equal Employment Opportunity employer and does not discriminate against any applicant for employment or employee on the basis of race, color, religious creed, gender, age, marital status, sexual orientation, national origin, disability, veteran status or any other classification protected by applicable discrimination laws.
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