Valuations Analyst

Description

Graham Capital Management, L.P. is seeking a valuations analyst to join our Financial Reporting team within Trading Services. This individual will report into and work closely with the Executive Director of our Financial Reporting Valuations team to ensure complete and accurate valuation of firm’s positions as well as provide detailed reporting and analysis to Portfolio Managers, Senior Management, and GCM clients on the daily performance of various strategies.

Responsibilities

• Interpret real-time market data, third party provided information and run internal pricing models and valuation tools to determine accurate pricing for all exchange traded and OTC products
• Monitor intraday pricing and ensure accurate end of day prices for all products
• Determine the correct intraday and closing prices for all bonds, bank loans, and credit default swaps by defining and using the appropriate benchmarks and yield spreads as well as direct broker quotes
• Monitor valuations as necessary for all Interest Rate Swaps across multiple currencies. This includes IRS, Swaptions, FRA, and OIS using quoted rates to review yield curves and discount curves
• Utilize technology such as Excel, Bloomberg, and Reuters to improve analyses of fair market values.
• Calculate and analyze forward exchange rates based on quoted rates and interpolation
• Interact with the independent administrator to ensure they have priced the portfolio accurately
• Discuss pricing with firm executives, portfolio managers, and the risk manager as needed

Requirements

• BA/BS in Accounting or Finance. MBA or CFA a plus
• Experience calculating market value and P&L of a variety of financial instruments including credit and interest rate, derivatives, commodities, currencies, equities, and fixed income products
• Experience working in a trading environment (2+ years)
• Clear and concise communication skills, both verbal and written
• Understanding of FAS 157 Fair Value Measurements
• Strong Excel, Bloomberg, Reuters, and analytical skills
• Previous FINCAD or similar yield curve modeling tool experience preferable

This role requires commuting into our Rowayton CT office Mondays through Fridays.

Base Salary Range

The anticipated base salary range for this position is $85,000 to $120,000. The anticipated range is based on information as of the time this post was generated and does not include any discretionary bonus or benefits (see eligibility below). The applicable annual salary or hourly rate paid to a successful applicant will be determined based on multiple factors, including without limitation the nature and extent of prior experience, skills, and qualifications.  This wage range may be modified in the future.

In addition, the employee who fills this role will be eligible for a discretionary annual bonus, as well as a wide array of benefit programs, such as medical and life insurance, 401(K) plans, and access to other healthcare programs.

Notes:

No amount of pay is considered to be wages or compensation until such amount is earned, vested, and determinable. The amount and availability of any bonus, benefits, or any other form of compensation that a particular employee may be eligible for remains in the Company's sole discretion unless and until paid and may be modified at Graham’s sole discretion, consistent with the law.

Graham is committed to providing equal employment opportunity to all employees and applicants for employment without regard to their race, color, religious creed, gender, age, national origin, ancestry, alienage, citizenship status, handicap, disability, marital status, sexual orientation, gender identity, pregnancy, childbirth or other related conditions, military status, genetic information, or any other personal characteristics protected by applicable law. This policy applies to all terms and conditions of employment, including hiring, placement, promotion, layoff, termination, transfer, leave of absence and compensation.