Company Description

Soros Fund Management LLC (SFM) is a family office with approximately $28 billion in net assets under management. The majority of the assets are managed on behalf of the Open Society Foundations (OSF), which was founded by George Soros and is one of the largest charitable foundations in the world. OSF supports civil society groups across the world and promotes justice, human rights, democracy, education, public health, and independent media. SFM has approximately 200 employees and is headquartered in New York with offices in London, Dublin and Hong Kong. The majority of the assets are managed internally, and SFM can invest globally in a wide range of investment strategies and asset classes, including equities, credit, fixed income, macro and private equity.

 

Position Overview 

We are looking for a high caliber candidate to join our Pricing & Valuations Team that is responsible for, amongst other things, production and reconciliation of daily P&L, real time (intra-day) and end of day pricing review, OTC model setup and maintenance, security master setup, overall data maintenance and support, and month-end pricing. An ideal candidate would have 2+ years of industry experience in a technically oriented role and be eager to improve the group's processes and technology.

This role will liaise with the front-office portfolio management, trade execution, risk, internal finance, trade support and quantitative development teams, as well as a 3rd party service providers.

 

Major Responsibilities

  • Provide quantitative and technical support to improve generation of daily pricing and End of Day P&L reporting.
  • Work hand-in-hand with the firm’s Portfolio Managers and analysts to build customized intraday Risk and P&L dashboards
  • Provide quantitative support for improving our processes and analysis, examples might include assisting with valuation questions, building out P&L explanation reporting or return on capital calculations.
  • Assist with reference data management, including creation of new security masters across systems and reconciliation processes to ensure consistency of data flow & risk functions.
  • Work closely with our front office quantitative development team to ensure consistency across the firm's valuation and risk systems.

 

Requirements

  • 2+ years of experience developing quantitative pricing tools and analytics, ideally in a front-office facing role.
  • Proficiency in one or more one or more dynamically-typed programming language (e.g. Python, R, etc.).
  • Experience leveraging traditional relational databases (e.g. SQL Server, Postgres).
  • Good understanding of asset classes, valuation methodologies, and financial markets, ideally for multiple asset classes.

 

Optional, but preferred

  • Familiarity with common data science tools and libraries (e.g. Pandas, NumPy, etc.)
  • Experience building reporting for P&L, pricing and risk analysis
  • Experience with special-purpose database technologies (e.g. Redis, Snowflake, etc.).
  • Familiarity with market data vendors, feeds and APIs (e.g. Bloomberg)

 

Core Values

In all respects, needs to reflect the following core values:

  • Integrity
  • Teamwork
  • Smart risk-taking
  • Owner’s Mindset
  • Humility

 

Expected Base Salary Range: $100k-$130k.  

In addition to a base salary, the successful candidate will also be eligible to receive a discretionary year-end bonus.  Available benefits include (i) a daily meal allowance, (ii) health, vision, dental and disability insurance, (iii) a generous PTO and parental leave policy, and (iii) an employer-sponsored 401k plan (eligible for employer matching). 

 

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Demographic Questionnaire- US

At Soros Fund Management, we are committed to providing equal opportunity in employment and are diametrically opposed to all forms of unlawful discrimination in any jurisdiction in which we operate.  Our goal is to take every possible step to ensure that individuals are treated equally and fairly and that decisions on recruitment are based solely on objective and job related criteria.  This questionnaire is intended to help us monitor the effectiveness of our commitment to equal opportunity and identify barriers to workplace diversity at SFM.  The information you provide will be used only for monitoring purposes, will not be otherwise disclosed to the business unit with which you are seeking employment and will not be taken into account in any hiring decision.

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