Associate, Product Consulting
11 hours ago
Client portfolio stress testing: create What-If scenarios to assess performance and exposure impact on a portfolio. Customized risk reporting based on client's strategy: real-time and historical calculations of implied volatility, spreads, yields, DV01 and derivative Greeks. Obtain data from new clients regarding existing trades/positions, contact brokers and administrators to establish data connectivity, and implement processes for uploading and/or downloading data from these broker/administrators. Assist company's development staff in modeling new financial instruments to be added to the proprietary software platform. Work directly with multiple desks at Hedge Funds, Prime Brokers and Fund Administrators. Promptly respond to clients' calls and emails. Troubleshoot P&L and accounting issues including instrument setup, valuation, pricing and general ledger reconciliation. Develop custom reports and solutions for clients. Assist clients in setting up various instruments in a Security Master database. Support automated portfolio reconciliation processes for multiple clients. Assist new clients with the on-boarding process. Train clients on the use of the application.