Senior Valuations Analyst
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Chicago, IL 60604
Responsible for implementing and ensuring uniform valuation processes, practices and modeling across a variety of financial instruments and asset classes traded by the company, including equities, fixed income, futures and options, commodities and currencies. Develop complex financial models to reflect forward and volatility curve interpolation/extrapolation, and interpret and advise on model-risk mitigation practices. Analyze and provide recommendations to improve on the processes and procedures for ensuring accurate, daily mark-to-market of customer and company positions. Apply understanding of various financial asset classes and derivative valuations in order to prepare documentation on systems, financial models, data inputs and sources to ensure completeness, accuracy and validity of all business related to price and risk valuations on customer and company positions. Identify weaknesses in processes and price testing sources, document and present findings, and offer alternative solutions. Provide explanation of risk valuation movements with supporting financial market information. Participate in model validation reviews with other risk, back-office and front-office personnel. Participate in new product reviews as a representative of the valuation group. Build working relationships with risk strategy, risk compliance, front-office IT and back-office IT to accomplish all the tasks of the valuation group.
MINIMUM REQUIREMENTS: Bachelor’s degree in Statistics.
SPECIAL REQUIREMENTS: Bachelor’s degree coursework must have included Statistical Analysis, Statistical Data Management, Advanced Data Analysis, and Applied Regression. Up to 10% domestic travel.
To apply, mail resume referencing Job Code 530064 to: Rosemary Carlson, INTL FCStone Inc., 1251 NW Briarcliff Pkwy., Ste. 800, Kansas City, MO 64116