Hedge Fund Commodities Valuation Specialist

Principal Responsibilities

Pricing / ValuationsResponsible for maintaining, monitoring and establishing procedures and controls to support the intra-day pricing and end of day marking of commodities products within the firm. Responsible for publishing and signing off on the firmsofficial end of day marks and curves and managing related pnl processes.
Security Setup - Coordinate new product setup with related Ops/MO/Risk/Technology teams
Primary InterfaceThe Middle Office function will be the primary interface for portfolio managers. As a single place that the portfolio managers can go to resolve and coordinate pnl, pricing, position, technology, risk and security setup related issues

Qualifications/Skills Required

Bachelors degree from an accredited university or college with a strong academic record
Experience explaining and reporting on commodities p&l
Knowledge of standard commodities contract specs off main exchanges (ICE, NYMEX)
Experience shaping and building OTC futures curves
Knowledge of options greek P&L attribution, options pricing models, standard volatility configurations and interpolation and extrapolation settings
Experience working with technology teams as a product owner in building out the platform and resolving issues
Programming (VBA, PYTHON, SQL)
Experience with Openlink Endur
Experience with Bloomberg and Reuters

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