Models Mission Control, Analyst

Kennett Square, Pennsylvania, United States

Overview: 

We don’t simply hire employees. We invest in them. When you work at Chatham, we empower you — offering professional development opportunities to help you grow in your career, no matter if you've been here for five months or 15 years. Chatham has worked hard to create a distinct work environment that values people, teamwork, integrity, and client service. You will have immediate opportunities to partner with talented subject matter experts, work on complex projects, and contribute to the value Chatham delivers every day.

Models Mission Control is a sub-team of the larger Derivatives Valuations Practice. The focus of Models Mission Control is supporting Chatham's ongoing models and valuations services. The team is responsible for supporting ongoing delivery of client valuations and CVAs (credit valuation adjustments), by bringing together a practical knowledge of how our models work with best-fit market data to create accurate valuations for clients.

We are looking for someone with 3+ years of relevant experience in capital markets operations, finance, engineering, programming, or other technical role to join our team in Kennett! As part of the cross-office team, the team members in Kennett will be responsible for helping to support business users in our US, UK, EU, and APAC offices, and for supporting our daily valuations delivery cycle.

 

In this role you will:

  • Develop substantial knowledge about the US and International capital markets and derivative instruments
  • Serve as a subject matter expert for other teams regarding valuations, modeling, analysis, and the capital markets
  • Answer client questions related to Chatham’s pricing methodology and models, which may often require a deep dive into our valuation models and a concise and coherent explanation of your findings
  • Take lead on initiatives, like building new operational processes, improving existing processes, and mentoring junior teammates
  • Learn and offer support to existing workflows to ultimately take ownership
  • Function as first-tier and second-tier support for incoming queries around models and valuations
  • Ensure completion of processes that support the daily and monthly valuation process, possibly including volatility calibrations, manual valuations, third party valuations, and credit valuation adjustments, among others
  • Manage and administer monthly control reports for Credit Valuation Adjustments (CVAs)
  • Understand and support third-party credit spread models to ensure credit data quality and answer client questions
  • Collaborate with the models’ development teams and product owners to support the models’ development process
  • Work with the models’ platform manager and development teams to help prioritize and automate manual processes

 

Your impact:

In this role you will develop the subject matter expertise to speak to our clients and our clients’ auditors on valuation methodologies and modeling. You will support clients and internal users of Chatham’s models by answering incoming queries around models and valuations. In addition, you will work to ensure completion of processes that support the daily and monthly valuation process. You will contribute to an environment of continuous improvement through incremental process change and optimization.

 

Contributors to your success:

  • High attention to detail
  • Problem solving ability – this will be part of your day-to-day
  • An interest in operational process management and improvement
  • Time management, prioritization, and stakeholder management skills
  • Good interpersonal and communication skills - you should expect significant interaction with internal consultants and accountants
  • Ability to work collaboratively with and proactively reach out to teammates in other geographies
  • Quantitative skills
  • Willingness to learn the market data domain, including credit spreads, and how they integrate with Chatham's models
  • Ability to utilize and/or learn tools like Excel, SQL Server, and programming frameworks like Python to do some lightweight tool-building as necessary
  • Capacity to build practitioner-level understanding of how Chatham's derivative models work, across all asset classes (interest rates, FX, and commodities) and CVA (credit valuation adjustment), while also understanding when to escalate deeper issues to development teams
  • BA/BS required, with a preference for degrees in engineering, mathematics, finance, computer science, and/or economics; advanced degrees in these disciplines are preferred, but not required
  • Experience with financial derivatives is a plus

 

About Chatham Financial:

Chatham Financial is the largest independent financial risk management advisory and technology firm. A leader in debt and derivative solutions, Chatham provides clients with access to in-depth knowledge, innovative tools, and an incomparable team of over 600 employees to help mitigate risks associated with interest rate, foreign currency, and commodity exposures. Founded in 1991, Chatham serves more than 3,000 companies across a wide range of industries — handling over

$750 billion in transaction volume annually and helping businesses maximize their value in the capital markets, every day. To learn more, visit chathamfinancial.com

 

Chatham Financial is an equal opportunity employer.

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