Markets Analyst ( AVP) – Pricing Analyst, CLO Securities
Citi
Paradise, Nevada
Full-Time
$150,000
OfficeAssociate
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.
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
Qualifications
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
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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
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