TCMO Valuation Analyst - pd relo to San Ramon, CA-bzs3332
We are currently seeking qualified, motivated talent to be responsible for the independent pricing analysis and review of our products.
Design and implementation of new reports that capture differences between front office prices and independent prices.
Ability to qualitatively describe and report on asset price movements.
Performs checks to sub-system to ensure all data is accurate, complete, and reasonable.
In this role you will:
1.
Compile data for and prepares monthly reports to verify position prices.
3.
Document and recommend resolutions of any outstanding issues between the front office and independent pricing comparison.
4.
Review and analyze factors, cashflows, and market data that is used in preparing the pricing analysis.
5.
Act as primary liaison to external pricing vendors, and understand their pricing methodology.
6.
Establish, implement and document Treasury and Fixed Income pricing methodology.
7.
Ensure all data is accurate and that reports are prepared in a timely and through manner.
8.
Develop new reports in conjunction with management.
9.
FAS 157 experience.
10.
Attend regular meetings with the fixed income and derivatives managers and their teams.
11.
Perform other duties as assigned.
Qualifications o Bachelor's degree - Fianace or equivalent.
MBA preferred.
o 5-7 years of pricing analysis experience in a Commercial Bank or Capital Markets environment.
o Pricing mortgage bonds or other similar type quantitative work experience.
o Strong understanding of how Treasury, Fixed Income (with heavy emphasis on mortgage) and Derivative products are priced.
o Prior MS Excel spreadsheet use and advanced analytics including building macros.
o Analytical.
o Strong math skills including basic calculus.
o Advanced PC skills (Excel, Word, Access) o Prior use of Bloomberg analytics.
o Strong telephone, written and verbal communication.
o Problem solving skills.
o Ability to work independently.
o Self starter who requires little supervision.
Click here to apply.
.
Estimated Salary: $20 to $28 per hour based on qualifications.
Design and implementation of new reports that capture differences between front office prices and independent prices.
Ability to qualitatively describe and report on asset price movements.
Performs checks to sub-system to ensure all data is accurate, complete, and reasonable.
In this role you will:
1.
Compile data for and prepares monthly reports to verify position prices.
3.
Document and recommend resolutions of any outstanding issues between the front office and independent pricing comparison.
4.
Review and analyze factors, cashflows, and market data that is used in preparing the pricing analysis.
5.
Act as primary liaison to external pricing vendors, and understand their pricing methodology.
6.
Establish, implement and document Treasury and Fixed Income pricing methodology.
7.
Ensure all data is accurate and that reports are prepared in a timely and through manner.
8.
Develop new reports in conjunction with management.
9.
FAS 157 experience.
10.
Attend regular meetings with the fixed income and derivatives managers and their teams.
11.
Perform other duties as assigned.
Qualifications o Bachelor's degree - Fianace or equivalent.
MBA preferred.
o 5-7 years of pricing analysis experience in a Commercial Bank or Capital Markets environment.
o Pricing mortgage bonds or other similar type quantitative work experience.
o Strong understanding of how Treasury, Fixed Income (with heavy emphasis on mortgage) and Derivative products are priced.
o Prior MS Excel spreadsheet use and advanced analytics including building macros.
o Analytical.
o Strong math skills including basic calculus.
o Advanced PC skills (Excel, Word, Access) o Prior use of Bloomberg analytics.
o Strong telephone, written and verbal communication.
o Problem solving skills.
o Ability to work independently.
o Self starter who requires little supervision.
Click here to apply.
.
Estimated Salary: $20 to $28 per hour based on qualifications.
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