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Models Mission Control

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Department:
Finance & Operations
Location:
Kennett Square, PA
Type:
Full-time
Compensation:
Commensurate with experience.
Benefits:
Paid Time Off, Private Healthcare Plan, Pension Scheme, Employee Stock Purchase Plan

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 Models Team. 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 to hire on our team in Kennett Square! As part of the cross-office team, the team members in Kennett Square will be responsible for helping to support business users in our US offices, and for supporting our daily valuations delivery cycle.

 

In this role you will: 

  • Understand and support third-party credit spread models to ensure credit data quality and answer client questions
  • Perform quality assurance on financial models
  • Work with market data providers to escalate issues and support existing market data products and relationships
  • Act as first-tier support for incoming queries around models and valuations
  • Ensure completion of processes that support the daily and monthly valuation process, possibly including volatility calibrations, manual valuations, and credit valuation adjustments, among others
  • Work with the models development teams and product owners to support the models development process
  • Work with the models platform manager and development teams to help prioritize and automate manual processes

 

Your impact:

In this role you will work to ensure completion of processes that support the daily and monthly valuation process, possibly including volatility calibrations, manual valuations, and credit valuation adjustments. You will support incoming queries around models and valuations and provide quality assurance on those models. You will work with market data providers to escalate issues and support existing market data products and relationships.

 

Contributors to your success:

  • High attention to detail
  • Project and stakeholder management skills
  • A willingness to build and support new and existing processes
  • Ability to learn and master the market data domain, including credit spreads, and how it integrates with Chatham's models
  • Ability to utilize and/or learn tools like Excel, SQL, and programming frameworks like Python in order to do some lightweight tool-building as necessary
  • Ability to build practitioner-level understanding of how Chatham's derivative models work, across all asset classes and CVA (credit valuation adjustment), while also understanding when to escalate deeper issues to development teams

 

About 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.com.


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