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Form of workFounded in 1992, Cerberus is a global leader in alternative investing with approximately $60 billion in assets across complementary credit, private equity, and real estate strategies. We invest across the capital structure where our integrated investment platforms and proprietary operating capabilities create an edge to improve performance and drive long-term value. Our tenured teams have experience working collaboratively across asset classes, sectors, and geographies to seek strong risk-adjusted returns for our investors. For more information about our people and platforms, visit us at www.cerberus.com.
Job Purpose:
Cerberus Capital Management is seeking an Associate/Sr. Associate to join our MBS Valuations team. You will work primarily on the valuations and reporting of MBS and ABS Structured Products as well as OTC Derivatives.
Responsibilities/Deliverables:
- Produce and review daily liquidity risk and VaR calculations
- Produce and review weekly risk report
- Prepare daily and monthly reports and ad-hoc analysis to assist portfolio management and valuation committee in tracking Cost/MV/PNL attribution and price trends/variances
- Verify monthly pricing for OTC securities
Key Requirements:
- Bachelor's degree with a major in Finance, Accounting, Economics, Mathematics or the Applied Sciences is preferred
- Professional experience with MBS and/or Structured Products Valuation
- Big Four Valuations experience preferred
- 2-6 years of relevant experience, preferably in a finance-oriented role
- Proficiency in Python, VBA, and Excel required; you should be well versed in reporting and data query formation
- A strong understanding of derivatives including interest rate swaps, options, currency forwards, futures, swaptions, etc.
- Outstanding academic credentials
- Strong work ethic and integrity, candidate should be a team player that is proactive and self-motivated
- Strong analytical, organizational, interpersonal, communication and writing skills
- Ability to work in a team environment
The base salary for this position is expected to be between $100,000.00 and $130,000.00. The base salary offered to the chosen candidate will be commensurate with a candidate's relevant experience and other qualifications for the position, as determined by the Company in its sole discretion. In addition to base salary, this position is eligible for an annual discretionary bonus, which is often a meaningful portion of the compensation package, and a robust benefits package.
