Valuation Analyst - Intern
SLC Management Inc. is an international financial services organization providing a diverse range of wealth accumulation and protection products and services. The Company provides insurance, mutual funds, annuities, pensions, investment management, trust services, and banking services. Sun Life serves individuals and corporate customers worldwide.
What Will You Gain From the Program?
- Insights from Business
- Mentoring Experience
- Networking with Senior Leaders
- Valuation Tools Experience
- Industry Exposure
Within the Valuation team, Valuation Analyst - Intern will assist in the valuation of a multibillion dollar block of derivatives and complex securities portfolio, and analyzing the associated interest rate, currency and equity risks. As an Intern you would gain hands on experience and assist in:
- Research, development, programming and maintenance of independent complex quantitative models to value a wide range of derivative instruments including private fixed income debt, swaps, swaptions, floors, exotic equity options, FX derivatives etc;
- Analyze and evaluate third party analytical systems and develop internal valuation and risk models;
- Overseeing the operational execution of the valuation and risk analytics;
- Managing the counterparty risk exposure on a wide range of derivatives using probability of default and CVA etc.
- Daily work with: Bloomberg, Finastra Summit FT, BlackRock Aladdin, Barclays Live, FinCAD as well as advanced VBA in Excel/SQL Server and MatLab programming.
Graduate degree in Finance, Math, Computer Science, Data Science or any other related field of study. Requires basic level understanding and ability to:
- Utilize quantitative, statistical and mathematical financial techniques for building valuation models and analytics.
- Perform database management, and develop VBA Macros for derivatives valuation and risk model development;
- Perform programming of the valuation/risk models, utilizing SQL, Matlab, Bloomberg API.
- Preferablly experience in quantitative analysis and/or progress towards CFA/FRM designations.