Senior AnalystManager- Valuation

Financial technology is a high-growth industry as change and innovation continue to disrupt the status-quo and prompt major transformation. Arcesium is at a particularly interesting time in our own growth as we look to leverage our successfully established market position and expand operations in pursuit of strategic new business opportunities. We value intellectual curiosity proactive ownership and collaboration with colleagues and we empower you to meaningfully contribute from day one and accelerate your professional development.

We are looking for a Senior Analyst/Manager to join our Valuation this role you will build calibrate and maintain pricing models across complex asset classes including credit default swaps (CDS) interest rate swaps (IRS) fixed income bonds and inflation swaps and independently verify the fair value of client portfolios against market and model benchmarks. This is a high-visibility individual-contributor role with direct exposure to trading desks risk managers and fund controllers at our client organizations and with room to grow into a review/mentoring capacity

What youll do:

• Design build and maintain independent pricing models for CDS IRS government and corporate bonds and inflation swaps (zero-coupon and year-on-year) incorporating appropriate curve construction discounting and day-count conventions.
• Perform daily weekly and month-end Independent Price Verification (IPV) by comparing internal/front-office marks against independent market data sources (e.g. Bloomberg BVAL IHS Markit ICE Data Services Refinitiv) and internally derived model prices.
• Investigate and resolve pricing breaks and tolerance exceptions; document root causes assumptions and remediation in line with the firms valuation policy. Provide explanation of PNL attributable to different components of pricing.
• Calibrate and stress-test yield curves credit curves (hazard-rate stripping) and inflation curves used across the pricing library; validate model outputs against theoretical and market benchmarks.
• Prepare valuation reserve and fair-value hierarchy (ASC 820 / IFRS 13) analysis and support quarterly valuation committee packs for client funds.
• Partner with trading risk product control and technology teams to enhance and automate the valuation model library improving accuracy coverage and turnaround time.
• Support internal and external audit regulatory and client due-diligence requests by providing clear well-documented explanations of pricing methodology.
• Contribute to process improvement and automation initiatives including migrating manual valuation workflows to Python/SQL-based tooling.
• Rates & Credit Derivatives: Interest rate swaps basis swaps swaptions credit default swaps (single-name and index) total return swaps.
• Inflation Products: Zero-coupon and year-on-year inflation swaps inflation-linked bonds.
• Fixed Income: Government and corporate bonds floating rate notes convertible bonds and other cash instruments.

What youll need:

• 36 years of experience in valuation independent price verification product control or quantitative risk at an investment bank hedge fund asset manager fund administrator or independent valuation vendor.
• Strong working knowledge and application of derivative pricing and fixed income mathematics: discounting/OIS curves curve bootstrapping hazard-rate models for credit and inflation curve construction.
• Hands-on experience building or maintaining pricing models for at least two of: CDS IRS bonds or inflation swaps.
• Proficiency in Excel/VBA; working knowledge of Python and/or SQL for model development and automation.
• Bachelors or Masters degree in Finance Financial Engineering Mathematics Statistics Economics or a related quantitative finance field.
• Excellent analytical written and verbal communication skills with the ability to explain complex valuation concepts to non-technical stakeholders.
• CFA FRM is big plus
• Familiarity with third-party pricing and analytics platforms such as Bloomberg (BVAL) IHS Markit.
• Prior experience with fair value hierarchy classification (ASC 820 / IFRS 13) and valuation governance frameworks.
• Hands-on experience with FinCad is a strong advantage
• Experience working directly with buy-side clients (hedge funds asset managers) or within a fund administration / valuation control environment.

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Arcesium is an equal opportunity employer.