Senior Valuation Analyst
5 - 7 years experience •
SENIOR VALUATION ANALYST
Our client is a REIT and they are seeking a Senior Valuation Analyst to join their growing team. This position reports to the Chief Risk Officer and is responsible for monthly, weekly, and in some cases daily pricing of the portfolio holdings. In addition, the position will participate in other qualitative and/or quantitative analyses as defined either by the Risk function or the company?s various business units. The primary function of the role is valuation; the nature and scope of these non-valuation projects will depend on the specific background of the individual hired.
? Responsible for pricing and valuation of Agency and Non-Agency RMBS and related derivatives, mortgage servicing rights, CDS, CDX, options, futures, bonds, stocks, warrants, etc.
? Prepare reporting for valuation committee meetings and ad hoc requests.
? Locate and provide pricing support for administrators and auditors.
? Work with independent pricing and valuation vendors to establish and maintain relationships.
? New pricing source setup and testing.
? Quantitative and analytical assessment of risks associated with Agency and Non-Agency mortgage portfolios, and REITs in general, for example:
o margin risk
o estimation of interest rate and mortgage basis risk
o liquidity assessment.
? Provide general analytical support for projects as might be defined by the company?s various business units, for example:
o development of statistical metrics that facilitate monitoring of differences in performance of loans across the varied acquisition channels employed by the firm.
- Bachelor's degree in accounting, finance or related field
- Proven experience 5+ in portfoliovaluation
- Investment industry experience is highly preferred
- Strong analytical and communication skills
- Desire to take on additional responsibility
- Ability to quickly build rapport and effective working relationships across all levels of the organization
- Cross-training in statistics or otherquantitative discipline preferred
- Advanced Excel skills, VBA knowledge preferred
- Basic experience with and knowledge of databases and database programming preferred
- Hands-on experience with Bloomberg