Morgan Stanley Services Group Inc. seeks a Manager, Valuation Review Group in New York, New York
Responsible for mark review, execution, coordination, and delivery across multiple fixed income portfolios. Collect market data, perform research, and obtain comparable pricing information.
Conduct assessments of models used for valuations of derivatives and other financial instruments. Manage interest rate derivatives valuations and consolidate valuation results. Collaborate with traders and risk management to resolve pricing disparities, substantiate significant mark ups/downs, and report valuation results to senior management. Enhance existing control framework through independent pricing processes review, potential coverage development assessment, and implementation of new tools to control efficiency in partnership with technology.
Requires a Master's in Mathematical Finance, Financial Engineering, Statistics, Mathematics, or related quantitative discipline and four (4) years of experience in the position offered or four (4) years of experience as Analyst, Associate, or related financial occupation. Requires four (4) years of experience with: FAS 157 compliance evaluation; production and policy review; rates products; vanilla products; structured products; modeling skills; fair value accounting policies; valuation methodologies; valuation controls; identification and resolution of valuation discrepancies; deriving market-based prices for interest rate derivatives and products; Excel VBA programming language; and interacting with head traders, strategists, and senior finance management.
To apply, visit us at http://www.morganstanley.com/about/careers/careersearch.html Scroll down and enter 3129700 as the "Job Number" and click "Search jobs." No calls please. EOE
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