Valuations & Risk Analyst

HedgeServ is a leading global fund administrator with more than $450 billion in assets under administration across all investment vehicles including Hedge Funds, Private Equity Funds, UCITS, Hybrid Credit Managers, Funds of Funds and Managed Account Platforms. We optimize our clients’ experience using unique proprietary technology coupled with robotic process automation, intuitive digital programs powered by machine learning, and enhanced by an extensive proprietary transaction data set. HedgeServ’s entrepreneurial and innovative spirit cultivates a productive and agile environment enabling its team to anticipate clients’ needs and consistently deliver solutions in real time. Led by the most experienced team of industry experts, HedgeServ with 1,500+ professionals around the globe expertly provides customizable solutions for their clients’ risk, portfolio management, middle office, investor relations, accounting, regulatory, compliance, and tax services. Since its inception in 2008, HedgeServ has received numerous accolades, including Top Overall Administrator and #1 rankings for Fund Accounting, Reporting & Reporting Technology, Client Service, Investor Services, Alternative Fund Expertise, and Regulatory Expertise.

HedgeServ is a progressive company with continuously evolving ways of working to ensure a future-focused mindset. Our employees benefit from a robust career development framework and clear learning paths which outline career trajectory, training and progression plans. HedgeServ supports employees through a variety of offerings, including remote and hybrid working arrangements, and fully paid comprehensive health and well-being benefits. HedgeServ was recognized as a Next Gen employer by RippleMatch on its list of 100 top workplaces for Generation Z for 2022. HedgeServ operates 13 offices in the United States, Grand Cayman, Ireland, Poland, Bulgaria, Luxembourg, Philippines and Australia.

Company Description

HedgeServ is a leading global fund administrator with more than $450 billion in assets under administration across all investment vehicles including Hedge Funds, Private Equity Funds, UCITS, Hybrid Credit Managers, Funds of Funds and Managed Account Platforms. We optimize our clients’ experience using unique proprietary technology coupled with robotic process automation, intuitive digital programs powered by machine learning, and enhanced by an extensive proprietary transaction data set. HedgeServ’s entrepreneurial and innovative spirit cultivates a productive and agile environment enabling its team to anticipate clients’ needs and consistently deliver solutions in real time. Led by the most experienced team of industry experts, HedgeServ with 1,500+ professionals around the globe expertly provides customizable solutions for their clients’ risk, portfolio management, middle office, investor relations, accounting, regulatory, compliance, and tax services. Since its inception in 2008, HedgeServ has received numerous accolades, including Top Overall Administrator and #1 rankings for Fund Accounting, Reporting & Reporting Technology, Client Service, Investor Services, Alternative Fund Expertise, and Regulatory Expertise.

HedgeServ is a progressive company with continuously evolving ways of working to ensure a future-focused mindset. Our employees benefit from a robust career development framework and clear learning paths which outline career trajectory, training and progression plans. HedgeServ supports employees through a variety of offerings, including remote and hybrid working arrangements, and fully paid comprehensive health and well-being benefits. HedgeServ was recognized as a Next Gen employer by RippleMatch on its list of 100 top workplaces for Generation Z for 2022. HedgeServ operates 13 offices in the United States, Grand Cayman, Ireland, Poland, Bulgaria, Luxembourg, Philippines and Australia.

Job Description - Valuations & Risk Analyst

The Front Office Team in HedgeServ performs all valuations & risk tasks required of large multi-strategy hedge funds, fund of funds and pension funds.

The responsibilities will include-

• Daily valuation of client portfolios by maintaining market data (yield curves, volatility surfaces etc.), valuation models and risk measures in the system
• Real time support of queries related to valuation and risk for clients on our Real Time Portfolio Management system (CAVIAR)
• Daily production of customized portfolio risk reports and risk measures for financial derivatives (exotic options, IR structured products, CDS, volatility products)
• Explain, review and validate valuation and risk measures to clients (trader greeks etc.)
• Explain pnl attribution by greeks and risk factors (delta, gamma, vega, fx etc.) to the traders
• Participate in strategic projects including development of risk reporting framework, market data integration, model development etc.

Pre-requisite knowledge, skills and experience

• 3-5 years of banking/hedge fund risk experience required
• Bloomberg experience preferred. Calypso, Murex or other Portfolio management systems experience a big plus
• Working knowledge of financial instruments like Options, futures, IR swap, CDS, Convertibles
• Financial models experience such as Black Scholes, IR 1 factor, 2 factor term structure models, stochastic volatility models a big plus
• Knowledge of VaR, scenario analysis, stress testing
• Strong analytical and problem solving skills
• Good communications skills
• Attention to detail
• MSc in financial engineering/quantitative discipline