• Verify the accuracy of externally sourced prices for listed instruments and of externally sourced market values for OTC derivatives.
• Calculate fair values of less liquid securities (e.g. distressed debt, convertibles, delisted equity etc.) with a proprietary IT application or with valuation models provided by third party vendors.
• Calculate fair values of OTC derivatives (e.g. CDS options, callable swaptions, etc.) with proprietary IT application or with valuation models provided by third party vendors.

• Resolve time critical valuation issues respecting the cut-off times of the funds in the specific location.
• Prepare inputs for pricing committees, in particular assemble monthly data/statistics, generate research, etc.

• Communicate effectively with stakeholders (e.g. Risk Management, Investment teams, Legal & Investment Compliance, Fund Administration, etc.).

Required:

• Master’s degree in Economics, Finance or related field.

• Relevant experience within the financial industry (5-7 years), preferably in the asset valuation function of an international asset manager.
• First-hand experience with the pricing service of the major data providers (e.g. Bloomberg, Markit, Refinitiv).
• In depth knowledge of most widely used valuation models (e.g. Discounted Cash Flows, Enterprise Value, Black Scholes, Stochastic Volatility, Hull-White, etc.).
• Advanced skills with Microsoft Office (especially MS Access and MS Excel).
  • Excellent people skills and good communicator; must be able to effectively communicate to various levels (management, investments, sales/client service, outside business partners).
  • Calm under pressure.
  • Ability to prioritize multiple tasks in an organized and methodical manner.
  • High commitment, motivation and willingness to take on responsibility.
  • The ability to work independently as well as the ability to work flexibly in a team environment.
  • Fluent (in spoken and written) in English.
  • The working hours for this role are in line with the European business hours  

Preferred:

• CFA or FRM charter.

• Coding skills in VBA, SQL and Python.
• Experience in developing new IT applications for streamlining processes.
  • Fluent (in spoken and written) in German.