Models Mission Control, Associate

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 instrumentsServe as a subject matter expert for other teams regarding valuations, modeling, analysis, and the capital marketsAnswer 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 findingsTake lead on initiatives, like building new operational processes, improving existing processes, and mentoring junior teammatesLearn and offer support to existing workflows to ultimately take ownershipFunction as first-tier and second-tier support for incoming queries around models and valuationsEnsure 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 othersManage 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 questionsCollaborate with the models' development teams and product owners to support the models' development processWork with the models' platform manager and development teams to help prioritize and automate manual processesYour 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 detailProblem solving ability - this will be part of your day-to-dayAn interest in operational process management and improvementTime management, prioritization, and stakeholder management skillsGood interpersonal and communication skills - you should expect significant interaction with internal consultants and accountantsAbility to work collaboratively with and proactively reach out to teammates in other geographiesQuantitative skillsWillingness to learn the market data domain, including credit spreads, and how they integrate with Chatham's modelsAbility to utilize and/or learn tools like Excel, SQL Server, and programming frameworks like Python to do some lightweight tool-building as necessaryCapacity 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 teamsBA/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 requiredExperience with financial derivatives is a plusAbout 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.comChatham Financial is an equal opportunity employer.#LI-onsite#LI-AG1