Markets Analyst ( AVP) – Pricing Analyst, CLO Securities

Citi • New York, NY

4d • $150,000 - $175,000 • Onsite

About The Position

The Pricing Analyst is responsible for providing timely and accurate end-of-day evaluations of CLO (Collateralized Loan Obligation), and other securitized products for Citi Marks, a new provider of valuation services. Citi Marks evaluations are intended for use by banks, broker-dealers, asset managers, hedge funds, wealth managers, fund accountants and auditors for client statements, research, risk analysis, performance metrics, and portfolio valuation. We are seeking a valuation specialist for CLOs and other securitized products to help advance the Citi Marks offering, provide accurate pricing, and excellent service to Citi Marks clients.

Requirements

• Bachelor’s degree in Finance, Economics, Statistics, Mathematics, or Engineering
• 2+ years of valuation related work experience in trading, structuring, portfolio management, securities valuations or research background
• Experience utilizing valuation techniques and methodologies including cash flow modeling
• Knowledge of fixed income mathematics and analytics
• Strong ability to analyze and evaluate data and formulate accurate conclusions
• Excellent oral and written communication skills and the ability to forge strong collaborative relationships with internal partners and external clients
• Advanced spreadsheet skills, with the ability to analyze and manage large datasets
• Working knowledge of market data sources such as Bloomberg
• Proficiency in Python, SQL preferred

Responsibilities

• Conduct valuation analysis for CLOs and other securitized products
• Drive methodology / automation enhancements to improve the coverage and pricing accuracy of securitized products
• Work closely with product and software engineers to build financial models to evaluate, support, and reconcile valuations, including back-testing
• Provide subject matter expertise on client calls and meetings in which you will demonstrate product knowledge on general CLO methodology or specific deep dives of individual securities
• Drive process enhancements while ensuring policies, procedures, and methodologies are in accordance with ASC 820 Fair Value Measurement and industry best practices
• Assess and improve the market color used in the evaluation process
• Develop key performance indicators that assess pricing accuracy
• Improve the speed and quality of price challenge responses
• Spot anomalies and inefficiencies of pricing models and make recommendations for solutions.
• Implement valuation best practices to ensure accurate and timely delivery of valuations
• Develop and maintain regular contact with trading desks, research teams and other market participants

Benefits

• medical, dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level