Associate, Valuation Control

Balyasny Asset Management
11 February 2024
Borough, South East London


ROLE OVERVIEW:In the role of Associate, Valuation Control in the London office, products covered include vanilla, exotic commodity/marco derivatives as well as structured assets derivatives. Expectation of responsibility include:· Ability to convert financial concept with code in Python and SQL, as well as having advanced excel skills including VBA to assist the team in the day to day operational process · Providing day to day support of the operational process of the Valuation Control team · Strong understanding of swaps, swaps pricing and futures - assisting in setting up pricing models, running reports, and conducting testing · Ability to explain Valuation and P&L in both mathematical and layman terms and understand the factors driving valuation· Liaise with front office, risk management, quantitative and development teams about pricing, valuation and modelling· Work closely with the quantitative and development teams to implement pricing models for derivatives· Experience with market data and quantitative techniques for commodity derivatives· Experience working with Market data available on Bloomberg, Reuters platforms; API knowledge is a plusQUALIFICATIONS & REQUIREMENTS:· Understanding of valuation concepts as they pertain to financial products and derivatives· Ability to understand complex products and analyze transaction and process flows· Knowledge of commodity products and markets, including derivative pricing, risk and valuation is a plus not required· Experience working in Endur/Open Link is a plus but not required · Experience with financial analytic packages such as Numerix, FinCad, DLIB etc is a plus· Strong personal ownership and ability to resolve issues independently· Strong problem solving and critical thinking skills· Process improvement orientated · High degree of accuracy and attention to detail· Strong verbal and written communication skills· Energetic with team player mentality EDUCATION, TRAINING & EXPERIENCE:· 2-3 years of financial experience · 4 year Bachelor's degree in mathematics, science or engineering· Master's degree in financial engineering or mathematical finance is a plus· CFA and/or FRM certifications or progress towards those certifications is a plus



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