Senior Pricing & Valuations Analyst

Soros Fund Management LLC (SFM) is a global asset manager and family office founded by George Soros in 1970. With $28 billion in assets under management (AUM), SFM serves as the principal asset manager for the Open Society Foundations, one of the world’s largest charitable foundations dedicated to advancing justice, human rights, and democracy. Distinct from other investment platforms, SFM thrives on agility, acting decisively when conviction is high and exercising patience when it’s not. Our teams operate with autonomy, while cross-team collaboration strengthens our conviction and empowers us to capitalize on market dislocations.

About the Role

We are seeking a high-caliber candidate to join our P&L / Reference Data Team. The role involves close collaboration with our investment, trade support, technology, and risk teams, focusing on the daily production and reconciliation of real time (intra-day) and end of day P&L.

Responsibilities

• Pricing of all securities (listed and OTC) using vendor and internal price sources.
• Work with multiple teams across the firm to enhance our process, develop the strategy for monitoring and validating P&L data, and redesigning the technology that produces our P&L reporting.
• Review pricing and P&L validations (threshold, zero prices, stale reports) and ensure correct product identifiers are used to source accurate pricing from data providers.
• Investigate issues on a real time basis and complete EOD market value / P&L reconciliations to ensure valuations are completed with accuracy.
• Coordinate daily pricing and P&L production with our Administrator.
• Assist with month-end price testing of all products, including Structured Products and OTC derivatives. This includes validating prices against independent source values, which necessitates understanding the source of the price discrepancy and providing proper documentation consistent with the firm’s valuation policy.
• Work closely with investment teams, fund accountants, external audit and coordinate with third-party Fund Admin & valuation vendors.
• Monitor reconciliations to ensure consistent data flow between systems.
• Create new securities across systems to ensure accuracy and consistency of set up.
• Set up and maintain bond, swap, and credit curve generators.

Requirements

• Bachelor’s Degree in Finance, Mathematics or Accounting required.
• Around 5-10 years of relevant experience.
• Broad product and P&L knowledge in fixed income and both listed and OTC instruments.
• Strong reference data background, understanding of centralized data master concepts.
• Familiarity with market data providers (e.g. Bloomberg, Markit, IDC, etc.).
• Comprehensive knowledge of a broad range of investment products and services, and securities processing experience.
• Strong knowledge of Excel (pivot tables and macros, etc); basic coding skills a plus.
• CPA license a plus.
• Ability to communicate and collaborate effectively.
• Personal accountability, integrity and motivation to own tasks and drive team objectives.
• Able to manage shifting priorities within a fast-paced environment.
• High attention to detail.

Skills

• Expertise in pricing of OTC derivatives (Equity/FX/Rates) and fixed income products including convertible bonds and structured products (MBS/ABS/CLO).

Benefits

In addition to a base salary, the successful candidate will also be eligible to receive a discretionary year-end bonus.

Pay

We anticipate the base salary of this role to be between $175,000-225,000.