Senior Valuation Analyst
Senior Valuation Analyst
SLC Management Inc. is an international financial services organization providing a diverse range of wealth accumulation and protection products and services. The Company provides insurance, mutual funds, annuities, pensions, investment management, trust services, and banking services. Sun Life serves individuals and corporate customers worldwide.
Within the Valuation team, Valuation Analyst will assist in valuing a multibillion dollar block of derivatives and complex securities portfolio, and analyzing the associated interest rate, currency and equity risks. Duties include: research, development, programming and maintenance of independent complex quantitative models to value a wide range of derivative instruments including swaps, swaptions, floors, exotic equity options, FX derivatives etc; analyze and evaluate third party analytical systems and develop internal valuation and risk models; assist in overseeing the operational execution of the derivatives valuation and risk analytics systems; assist in managing the counterparty risk exposure on a wide range of derivatives using probability of default and CVA etc. Daily work with: Bloomberg, Finastra Summit FT, BlackRock Aladdin, Barclays Live, FinCAD as well as advanced VBA in Excel/SQL Server and MatLab programming.
1) Valuation Models: Perform research, development, programming and maintenance of independent complex quantitative models to value a wide range of derivative and other complex instruments.
2) Valuation Operations: Assist in overseeing the operational execution of the derivatives valuation and risk analytics systems
3) Risk Reporting: Perform counterparty and market risk reporting on a wide range of derivatives, and support audit requests.
4) Ad-hoc Analysis: Consult with various Investments, Finance, and Risk Management teams on a wide range of derivatives, and analytical requests.
5) System Evaluation: Analyze and evaluate third party analytical systems
Graduate degree in Finance, Math, Computer Science, Data Science or any other related field of study. 1-2 years experience in quantitative analysis and/or firm progress towards CFA/FRM designations.
Requires demonstrated ability to:
(1) utilize quantitative, statistical and mathematical financial techniques for building valuation models and advanced analytics.
(2) perform database management, and develop VBA Macros for derivatives valuation and risk model development;
(3) perform programming of the valuation/risk models, utilizing SQL, Matlab, Bloomberg API, Python.