- Verify the accuracy of externally sourced prices for listed instruments and OTC derivatives market values.
- Calculate fair values of less liquid securities (e.g. distressed debt, convertibles, delisted equity) using proprietary IT applications or third-party valuation models.
- Calculate fair values of OTC derivatives (e.g. CDS options, callable swaptions) using proprietary IT applications or third-party models.
- Resolve time-critical valuation issues within fund cut-off times.
- Prepare inputs for pricing committees, including assembling monthly data, generating research, etc.
- Communicate effectively with stakeholders such as Risk Management, Investment teams, Legal & Investment Compliance, Fund Administration.
- Collaborate with valuation specialists to ensure global best practices across AllianzGI portfolios.
Experience / Qualification:
- Master's degree in Economics, Finance, or a related field.
- 5-7 years of relevant experience in the financial industry, preferably in asset valuation within an international asset manager.
- First-hand experience with pricing services from major data providers like Bloomberg, Markit, Refinitiv.
- In-depth knowledge of widely used valuation models (e.g., Discounted Cash Flows, Enterprise Value, Black-Scholes, Stochastic Volatility, Hull-White).
- Advanced skills in Microsoft Office, especially MS Access and MS Excel.
