• Derivative Valuation Analyst

    Location : Location US-TN-Nashville
    Operations & Technology
    Position Type
  • Company Overview

    OPS Job Description:
    We are seeking a Nashville-based Valuation Analyst to join the Derivative Valuation team in Derivative Operations.


    Company Description:
    AB is a leading global investment management firm that offers high-quality research and diversified investment
    services to institutional clients, individuals and private clients in major markets around the world. AB employs more
    than 500 investment professionals with expertise in growth equities, value equities, fixed income securities, blend
    strategies, and alternative investments, and, through its subsidiaries and joint ventures, operates in more than 20
    countries. AB’s research disciplines include fundamental research, quantitative research, economic research and
    currency forecasting capabilities. Through its integrated global platform, AB is well-positioned to tailor investment
    solutions for its clients. AB also offers independent research, portfolio strategy and brokerage-related services to
    institutional investors.


    AllianceBernstein is an equal opportunity employer.  We do not discriminate based race, color, creed, national origin, sex, age, disability, marital status, sexual orientation or citizenship status.


    The Pricing & Valuation Analyst will work closely with the Derivative Operations Middle Office and Portfolio Management teams to independently and accurately calculate an end of day valuation for OTC Derivatives used by the IBOR and fund administrators selected by AllianceBernstein. The role will report to the manager of the Derivative Valuation team.


    The key job responsibilities include, but are not limited to:


    • Run daily derivative pricing QC processes and validate daily automated pricing and valuations across all derivatives from vanilla swaps to custom baskets and exotic options.
    • Investigate missing, stale and outside of tolerance levels and raise to an appropriate internal or external stakeholders in a timely fashion.
    • Be a primary point of contact for derivative valuation issues responding to inquiries from both internal
    (Operations, Pricing Oversight, Risk, Front Office, Audit) and external (Vendors, Custodians, , Audit) client inquiries and respond in timely, detailed, and professional manner.
    • Team up with IT, Portfolio Managers, Risk and External Vendors to develop enhancements and applications to refine pricing process and prevent recurrence of pricing and data issues
    • Implement and continuously improve internal standards and controls to ensure timely and accurate pricing and delivery
    • Reflect market and regulatory changes impacting the derivatives in daily pricing processes.
    • Search and implement the low cost reliable second source pricing measures to enhance the existing Quality Controls.


    The ideal candidate should have the following:


    • 2+ years of experience with derivatives products in operations or pricing.
    • The candidate must be analytical with strong attention to detail, work well under pressure and can handle multiple tasks in a fast-paced environment.
    • Excellent communication skills - both written and verbal
    • Bachelor in STEM, Business, Finance, Economics


    Special Knowledge (if applicable): Knowledge of Bloomberg, Calypso and/or coding is a plus


    Location: City/State/Country: Nashville, TN, USA


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