Lead, Multi Asset Arbitrage Valuation

Lead, Multi Asset Arbitrage Valuation

Posted 7 Days Ago

With respect to NY, CA, and IL based applicants, the starting base pay range for this role is between USD 150000 and USD 200000 annually. The actual base pay is dependent upon several factors, including, but not limited to, relevant experience, business needs and market demands. This role may also be eligible for bonus compensation and employee benefits.

We are seeking a Lead, Multi Asset Arbitrage Valuation to join BAM’s Valuations & PnL Control team, supporting the Multi-Asset Arbitrage business across equity arbitrage, equity volatility, and a wide range of credit strategies. This role will focus on daily valuation oversight, PnL review, price verification, and exception management across a diverse set of products.

This is a highly collaborative role that partners closely with Front Office, Risk, Quantitative, Operations, and Technology teams. The ideal candidate is analytical, detail-oriented, and comfortable working in a fast-paced, deadline-driven environment.

Responsibilities

• Review and validate daily, MTD, and YTD PnL prior to distribution to key stakeholders
• Perform daily price verification and manage valuation exceptions across supported strategies
• Investigate and resolve PnL breaks related to market data, trade economics, lifecycle events, booking, and valuation inputs
• Validate valuation inputs, including prices, curves, volatility surfaces, and spreads
• Escalate material issues appropriately and drive timely resolution across stakeholder groups
• Support adherence to firm valuation and PnL recognition policies
• Review, challenge, and continuously enhance valuation methodologies and control standards across products
• Support valuation governance for new product and instrument onboarding
• Partner with Technology to improve reporting, controls, automation, and transparency
• Contribute to process improvement initiatives, special projects, and team cross-coverage

Qualifications

• Experience in valuation control, product control, PnL control, market risk valuation, or a related function
• Understanding of valuation concepts and controls across multi-asset products
• Familiarity with PnL production and reporting processes
• Advanced Excel and a strong preference for Python and SQL proficiency
• Strong analytical, problem-solving, and root-cause investigation skills
• Ability to work accurately and efficiently in a time-sensitive environment
• Strong written and verbal communication skills
• Strong ownership, attention to detail, and sound judgment
• Collaborative mindset and ability to work effectively across teams

Preferred Qualifications

• Experience in a hedge fund, bank, or similar institutional environment
• Bachelor’s degree in finance, mathematics, engineering, science, or a related field
• Familiarity with pricing, valuation, market data, and risk platforms
• Experience with Geneva or Arcesium
• Experience using AI-enabled tools to improve workflow automation or analysis