Search Assignments‎ > ‎Consulting‎ > ‎

Sr Associate - Complex Valuation

VSr Associate - Complex Valuation - #1 independent global valuation and consulting firm.  Position is positioned at their Corporate Headquarters in midtown.  Work with a former partner from a Big 4 consulting firm who invented the valuation (e.g., CLO, RMBS, CDO, private equity, etc.) area who is further accelerating the growth of the business.  You will be assigned clients with $1-2M annual revenue and be expected to double this in 1-2 years by upselling, cross-selling and new business. 130k base plus 20k bonus.


Our client is the #1 global valuation and corporate finance advisor consulting firm with expertise in complex valuation, disputes and investigations, M&A, restructuring, and compliance and regulatory consulting, where professionals balance analytical skills, deep market insight and independence to help our clients make sound decisions. 


The Duff & Phelps Complex Asset Solutions team is looking for an experienced Vice President with Loan Valuation, Modelling & Analytics experience.


Responsibilities:

  • Significant experience in the valuation and analysis of amongst other things, Mortgage Whole Loans, MSR’s, Student Loans, Consumer Loans as well as this collateral as it relates to structured finance securities; performing and nonperforming
  • Most desired candidate will have experience valuing large loan pools from bank balance sheets in regulatory valuation and scenario analysis context, e.g., Recovery and Resolution Planning, CCAR stress testing or AQR applications in Europe, etc.
  • Candidate should have a strong understanding of structures, collateral, and valuations
  • Drive the development and refinement of loan valuation models and approaches; determine valuation inputs, including loss and prepayment vectors, as well as appropriate secondary market spreads
  • Analytics to help improve understanding and design of liquidation strategies for distressed asset portfolio.
  • Loan origination and loan servicing operation knowledge across other broad loan classes desired: consumer lending practices, direct lending, residential and commercial, SME lending
  • Have access to and analyze secondary trading market activity, underlying loan and security performance, as well as new issue activity, if applicable
  • Help manage existing client relationships as well as pitch new business to both existing and new clients
  • Conduct research, draft reports and make presentations
  • Work as part of a team to provide a wide range of advisory services, including valuation, risk analysis and portfolio solutions

Requirements:

  • Bachelor’s or Master’s in a quantitative discipline and an in-depth knowledge of finance, mathematics and statistics as it applies to the financial markets from an accredited college or university
  • 3+ years of experience
  • Structuring, trading, or whole loan modeling experience desirable
  • Strong analytical and problem-solving skills
  • Creative thinker with strong intellectual curiosity
  • Programming proficiency in financial modeling applications highly desired; experience in writing pricing numerical algorithms, developing valuation and risk analytics within Matlab, C++, Python a plus
  • Effective interpersonal, comprehension and communication skills
  • Ability to master new tasks quickly
  • Demonstrated leadership experience and strong personal integrity
  • Ability to prioritize tasks, work on multiple assignments and manage rapidly changing assignments in a team environment
  • Demonstrated commitment to obtaining outstanding results