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Derivative Valuation Analyst
junior · Asset Management
Who You’ll Work With:
AllianceBernstein is looking for a proactive, detail-oriented Derivative Valuations Analyst to help manage the daily pricing of our complex OTC derivatives. You will sit at the center of Operations, Portfolio Management, Risk, and IT, ensuring our global investment teams have the accurate valuation data they need to make decisions.
What You’ll Do:
This role is the engine of our OTC daily pricing operations. Much of your day will be spent involved in detailed validation, investigating data anomalies, and communicating across teams. We are looking for someone who takes natural ownership of their work. The role requires proactive identification of pricing anomalies, independent price and curve verification, root-cause analysis and clear data-driven escalations to key stakeholders.
Key Responsibilities
Manage the daily derivative pricing process by validating models across all OTC products, catching exceptions, and resolving discrepancies before they reach the investment teams or external clients.
Serve as the primary contact for daily pricing questions. When data looks unusual, investigate the underlying market data and provide clear, straightforward explanations to Portfolio Managers, Risk, Audit, and external partners.
Maintain the integrity of our internal controls by tracking market events and regulatory shifts, ensuring our valuation processes consistently meet compliance standards.
Work with secondary pricing sources and external vendors, such as Bloomberg, to compare data and ensure reliable quality controls.
Take advantage of opportunities to use tools like Python or VBA to automate repetitive tasks, making the team’s daily workflows smoother and more efficient.
Model, test, and validate new OTC markets, vendors, strategies, and instruments as they are onboarded by the firm
What We’re Looking For:
Education: Bachelor’s degree in Mathematics, Engineering, Computer Science, Quantitative Finance.
Experience: 0 to 4 years of experience in OTC pricing, operations or middle-office roles.
Attention to Detail: You take pride in your accuracy and have the focus to execute detailed validations reliably, even when working against strict daily market deadlines.
Clear Communication: Ability to explain complex pricing or data issues simply and clearly for a variety of audiences.
Intellectual Curiosity: A natural drive to question how systems and models work, taking the initiative to test things on the side and learn underlying mechanics rather than blindly following a checklist.
Proactive Ownership: A strong sense of initiative to independently and proactively resolve system issues or feed failures, deploying a practical workaround to keep pricing moving forward and suggesting a longer-term permanent solution.
Technical Stack: Advanced Excel skills are mandatory. Familiarity with Python or VBA is needed but not required on day one. Prior exposure to Bloomberg, ICE IPA, Calypso or SIM Corp is a distinct advantage.
About AB
We are a leading global investment management firm offering high-quality research and diversified investment services to institutional clients, retail investors, and private-wealth clients in major markets around the globe. With over 4,000 employees across 57 locations operating in 26 countries and jurisdictions, our ambition is simple: to be the most trusted investment firm in the world. We realize that it's our people who give us a competitive advantage and drive success in the market, and our goal is to create an inclusive culture that rewards hard work.
Our culture of intellectual curiosity and collaboration creates an environment where you can thrive and do your best work. Whether you're producing thought-provoking research, identifying compelling investment opportunities, infusing new technologies into our business or providing thoughtful advice to our clients, we are fully invested in you. If you're ready to challenge your limits and empower your career, join us!
All are encouraged to apply. AB does not discriminate against any employee or applicant for employment on the basis of race, color, religion, creed, ancestry, national origin, sex, age, disability, marital status, citizenship status, sexual orientation, gender identity, military or veteran status or any other basis that is prohibited by applicable law. AB’s policies and practices seek to ensure that employment opportunities are available to all employees and applicants based solely on job-related criteria.
Nashville, Tennessee