Description
A spin off hedge fund (3 billion AUM) in NYC is seeking a senior middle office associate. The fund is a spin out from a top global macro shop. The successful candidate will report into the COO/CFO and will be primarily responsible for: actively monitoring and analyzing the portfolio for inaccuracies in the live pricing and risk, maintaining prices and valuation models, daily price verification, pnl production, pnl attribution/greeks, price-testing, trade capture etc.Product covered include but not limited to all global listed and OTC derivative products: FX, fixed income, rates, equities, futures, etc.
Minimum Requirements:
-5-7 years of product control or pnl experience (middle office or product control)
-Strong understanding of macro products
-Buy-side experience strongly preferred but open to sell-side (if cross product experience)
-Strong understanding of valuations/pricing and real time P&L
-Ability to interact with Portfolio Managers, traders, risk management and other senior stakeholders
*CFA preferred