Valuation Specialist - Independent Price Verification

• Verify the accuracy of externally sourced prices for listed instruments and OTC derivatives market values.
• Calculate fair values of less liquid securities (e.g. distressed debt, convertibles, delisted equity) using proprietary IT applications or third-party valuation models.
• Calculate fair values of OTC derivatives (e.g. CDS options, callable swaptions) using proprietary IT applications or third-party models.
• Resolve time-critical valuation issues within fund cut-off times.
• Prepare inputs for pricing committees, including assembling monthly data, generating research, etc.
• Communicate effectively with stakeholders such as Risk Management, Investment teams, Legal & Investment Compliance, Fund Administration.
• Collaborate with valuation specialists to ensure global best practices across AllianzGI portfolios.

Experience / Qualification:

• Master's degree in Economics, Finance, or a related field.
• 5-7 years of relevant experience in the financial industry, preferably in asset valuation within an international asset manager.
• First-hand experience with pricing services from major data providers like Bloomberg, Markit, Refinitiv.
• In-depth knowledge of widely used valuation models (e.g., Discounted Cash Flows, Enterprise Value, Black-Scholes, Stochastic Volatility, Hull-White).
• Advanced skills in Microsoft Office, especially MS Access and MS Excel.