Valuations Specialist - Macro Hedge Fund
Attribution Search, New York, NY, United States
A high-growth global macro fund is expanding its Valuations function and looking for an experienced professional to take genuine ownership of portfolio valuation and P&L processes, with a particular focus on Fixed Income and Rates asset classes. This is a hire born out of strategic growth and are looking for the successful candidate to hit the ground running, and contribute from day-one.
You'll sit at the heart of the investment process, working in close partnership with Portfolio Management, Trading, Risk, Quant, and Operations. You'll own the IPV process across the macro product suite, leveraging external pricing sources to independently validate marks and challenge valuations produced by external administrators.
You'll also analyse and explain daily and monthly P&L, investigate pricing discrepancies and booking issues, and liaise directly with senior portfolio managers to provide clear, well-reasoned commentary. On the infrastructure side, you'll contribute to the build-out of scalable tools and processes, including automation initiatives that will define how the team operates as it scales.
The ideal candidate brings 6+ years of valuations experience gained within a hedge fund, top-tier investment bank, or asset manager, with hedge fund experience strongly preferred. A deep understanding of fixed income or rates products, curve construction (discounting, forwards, vol surfaces) across multiple currencies, and a strong command of Excel. Coding experience is a plus (Python or VBA preferred).
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You'll sit at the heart of the investment process, working in close partnership with Portfolio Management, Trading, Risk, Quant, and Operations. You'll own the IPV process across the macro product suite, leveraging external pricing sources to independently validate marks and challenge valuations produced by external administrators.
You'll also analyse and explain daily and monthly P&L, investigate pricing discrepancies and booking issues, and liaise directly with senior portfolio managers to provide clear, well-reasoned commentary. On the infrastructure side, you'll contribute to the build-out of scalable tools and processes, including automation initiatives that will define how the team operates as it scales.
The ideal candidate brings 6+ years of valuations experience gained within a hedge fund, top-tier investment bank, or asset manager, with hedge fund experience strongly preferred. A deep understanding of fixed income or rates products, curve construction (discounting, forwards, vol surfaces) across multiple currencies, and a strong command of Excel. Coding experience is a plus (Python or VBA preferred).
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