Pricing & Valuations Analyst

Soros Fund Management•New York, NY

4d•Onsite

About The Position

We are seeking a high-caliber candidate to join our P&L / Reference Data Team. The role involves close collaboration with our investment, trade support, technology, and risk teams, focusing on the daily production and reconciliation of real time (intra-day) and end of day P&L. The analyst will also be responsible for daily pricing, security master setup, OTC model setup, data maintenance and support, and month-end pricing. An ideal candidate should have between 3-7 years of industry experience, a familiarity with coding & dealing with large datasets or interfacing with databases, and specific expertise in pricing of OTC derivatives (Equity/FX/Rates) and fixed income products including convertible bonds and structured products (MBS/ABS/CLO).

Requirements

Bachelor’s Degree in Finance, Mathematics, Computer Science or Accounting required
~3-7+ years of relevant experience.
Broad product and P&L knowledge in fixed income, rates, or listed and OTC instruments
Strong reference data background, understanding of centralized database & coding concepts.
Familiarity with market data providers (e.g. Bloomberg, Markit, IDC, etc.)
Comprehensive knowledge of a broad range of investment products and services, and securities processing experience
Strong knowledge of Excel (pivot tables and macros, etc) & basic coding skills (e.g. SQL, Python, R) to organize data and build systematic or automated workflows
Ability to communicate and collaborate effectively
Personal accountability, integrity and motivation to own tasks and drive team objectives
Able to manage shifting priorities within a fast-paced environment
High attention to detail

Nice To Haves

specific expertise in pricing of OTC derivatives (Equity/FX/Rates) and fixed income products including convertible bonds and structured products (MBS/ABS/CLO)
familiarity with coding & dealing with large datasets or interfacing with databases

Responsibilities

Pricing of all securities (listed and OTC) using vendor and internal price sources.
Leverage software & AI (SQL, Python, Excel, ChatGPT, Claude) and coordinate with multiple teams across the firm to redesign & enhance our processes to produce, monitor, and validate P&L data.
Review pricing and P&L validations (threshold, zero prices, stale reports) and ensure correct product identifiers are used to source accurate pricing from data providers.
Investigate issues on a real time basis and complete EOD market value / P&L reconciliations to ensure valuations are completed with accuracy.
Coordinate daily pricing and P&L production with our Administrator.
Assist with month-end price testing of all products, including Structured Products and OTC derivatives. This includes validating prices against independent source values, which necessitates understanding the source of the price discrepancy and providing proper documentation consistent with the firm’s valuation policy.
Work closely with investment teams, fund accountants, external audit and coordinate with third-party Fund Admin & valuation vendors
Monitor reconciliations to ensure consistent data flow between systems.
Create new securities across systems to ensure accuracy and consistency of set up.
Set up and maintain bond, swap, and credit curve generators.