Lead, Multi Asset Arbitrage Valuation

Responsibilities

• Review and validate daily, MTD, and YTD PnL prior to distribution to key stakeholders
• Perform daily price verification and manage valuation exceptions across supported strategies
• Investigate and resolve PnL breaks related to market data, trade economics, lifecycle events, booking, and valuation inputs
• Validate valuation inputs, including prices, curves, volatility surfaces, and spreads
• Escalate material issues appropriately and drive timely resolution across stakeholder groups
• Support adherence to firm valuation and PnL recognition policies
• Review, challenge, and continuously enhance valuation methodologies and control standards across products
• Support valuation governance for new product and instrument onboarding
• Partner with Technology to improve reporting, controls, automation, and transparency
• Contribute to process improvement initiatives, special projects, and team cross-coverage

Requirements

• Experience in valuation control, product control, PnL control, market risk valuation, or a related function
• Understanding of valuation concepts and controls across multi-asset products
• Familiarity with PnL production and reporting processes
• Advanced Excel and a strong preference for Python and SQL proficiency
• Strong analytical, problem-solving, and root-cause investigation skills
• Able to work accurately and efficiently in a time-sensitive environment
• Strong written and verbal communication skills
• Strong ownership, attention to detail, and sound judgment
• Collaborative mindset and ability to work effectively across teams