NYC financial firm seeks ABS Manager to:
• Analyze and report on the various pricing components/valuation of all asset backed securities
• Analysis on a periodic basis of the mark to market to ensure that all aspects of the valuation (i.e. correlation, recovery rates, restructuring types, spreads) are being accurately reflected on the risk systems.
• Work with the Middle Office, Risk Management and Market Risk to establish pricing processes, thresholds, reporting requirements.
• Provide forums for staff to cross train and comprehend the detailed intricacies of structured products.
• Assure timely resolutions of pricing/valuation and reserves differences.
• Documentation of all new processes and products within the group.

Requirements:
• Expertise in asset backed securities reporting and pricing analysis preferred
• Broad-based knowledge of financial service-related operations
• Modeling and complex valuation techniques.
• Strong IT skills including Excel, Access, etc
• Asset Backed Securities product knowledge most important

Compensation: $100 -200K total comp

Email MS Word attached resume in confidence to: resumeVB@hrg.net
Reference VB1-GH, ABS Pricing Manager on subject line.