Senior Associate - Financial Valuation and Derivatives

Senior Associate

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

Role:

• Execute daily, weekly, and monthly valuations for global clients using SS&C’s proprietary valuation platform alongside pricing vendors such as Bloomberg, Refinitiv/Reuters, IDC etc.
• Provide comprehensive valuation coverage across a variety of financial instruments including various OTC derivatives.
• Oversee the review of P&L queries and monthly valuation reconciliations, analysing and resolving valuation exceptions.
• Act as a primary liaison for internal/external counterparts, including Fund Accounting, Trade Capture, Clients, and Counteparties
• Manage the investigation and resolution of pricing and valuation discrepancies for OTC derivatives and securities using internal tools and vendor applications such as Bloomberg and Refinitiv.
• Perform rigorous price materiality analysis, benchmarking client/broker provided marks against independent vendor data.
• Contribute to projects requiring pricing expertise.
• Ensure all pricing tasks are executed in compliance with the Portfolio Valuation Policy and reviewed in accordance with SOC1 and internal controls.
• Prepare various reports as required for reporting for internal/external parties.
• Configure and review the pricing hierarchy and derivative valuation setups in the valuation system, ensuring alignment with the client’s valuation policy.
• Manage client deliverables and prioritise workloads, ensuring NAV tasks have been completed promptly.
• Identify manual bottlenecks and "challenge the status quo" by proposing automation or workflow enhancements to improve team efficiency.
• Form good working relationships with internal and external global counterparts (Trade Capture, Fund Accounting, and Market Data teams, Clients, Counterparties and Vendors)
• Perform User Acceptance Testing (UAT) for new valuation methodologies or new instrument types and provide feedback to the quantitative development team.
• Drive innovation by generating new ideas, challenging the status quo, and taking ownership to improve efficiency within the valuations team and maintain a robust valuation control process.

Requirements:

• Degree in Finance or another numerical discipline, including financial derivative modules.
• Extensive knowledge of financial instruments such as bonds, interest rate swaps, equity options, FX options, swaptions, etc.
• Understanding of applied mathematics in derivative products valuation would be an advantage
• Proven ability to investigate pricing discrepancies between various pricing sources.
• Strong organisational skills with ambition to see projects and deliverables through to completion.
• Skilled at prioritising, organizing, and managing multiple clients/tasks.
• Exceptional written and oral communication skills, with the ability to convey complex valuation information to a diverse audience in a clear and concise manner.
• Ability to work to tight deadlines as part of a team.
• Proficiency in Bloomberg is an added advantage.

Experience

• Strong analytical background with previous experience in valuation of derivatives or other financial instruments (exceptions considered if the candidate has strong derivative pricing knowledge that has been demonstrated academically or with relevant professional qualification e.g. CFA, FRM or similar).

 

 

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.

 

 

 

 

 

 

 

 

 

 

Applications will be accepted on an ongoing basis until the position is filled.

 

 

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.

Experience Level

Senior Level