Fixed Income Valuation Manager

Lending Club (NYSE: LC) opened in 2007 with one simple mission: create a more efficient, transparent and customer-friendly alternative to the traditional banking system that offers creditworthy borrowers lower interest rates and investors better returns. Today, we’re the world’s largest online credit marketplace, and we’re radically changing the way lending operates. We’re proud of the recognition we’ve received, including being named a World Economic Forum Technology Pioneer, a CNBC Disruptor 50, and one of The World’s 10 Most Innovative Companies in Finance by Fast Company. We’re conveniently located in downtown San Francisco, California.

The Role:

You will hold the critical responsibility of supporting the rapidly growing line of products in our business universe, providing accurate valuation of servicing rights and other valuation requirements. You will rely on your well-honed quantitative skills and cross-functional collaboration skills daily.

Your Day-to-Day Responsibilities:

  • You will perform valuations of consumer and small business loans, securities, and servicing rights
  • You will be responsible for the maintenance and implementation of recurring updates to our valuation models, ensuring any changes are documented
  • You will work with members of our team and cross-functional teams to build models, and analyze, validate and implement improvements to our assumptions, methodologies and practices
  • You will conduct valuation analytics within and across portfolios and identify drivers of valuation changes
  • You will play a strategic partnership role within our Risk Management team to implement high quality default and prepayment forecasts
  • You will use in-depth analysis to explain key changes in valuations against performance expectations
  • You will identify and analyze valuation drivers in valuation sensitivity analyses
  • You will support and respond to reviews of valuation models, processes and results by internal and independent auditors
  • You will contribute to the evolution of the quantitative and fixed income expertise of the team

Your Experience:

  • You have strong quantitative skills, including experience with statistical applications, preferably in the context of credit risk modeling and/or fixed income valuation
  • You have earned a Master’s degree or equivalent training in a quantitative discipline
  • You have 4-7 years of applied experience, preferably in the financial services industry, with strong knowledge of fixed income principles, analytics, credit risk and prepayment modeling, option-adjusted spread analytics, relative value analysis and portfolio modeling
  • You have built fixed income cash flow models and have developed reliable approaches to discounting cash flows

Additional:

Lending Club is an Equal Opportunity employer, dedicated to diversity and inclusion in the workplace.

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