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Company

Original Job Post

LendingClub · 2 days ago

Sr Valuation Manager

San Francisco, CA

Full-time

Hybrid

Senior Level

$140K/yr - $170K/yr

6+ years exp

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Consumer LendingCredit

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Responsibilities

Manage/perform valuations of consumer loans, securities, servicing rights, and derivatives

Maintain and update LendingClub's valuation models; document model changes

Analyze and enhance valuation assumptions and methodologies in collaboration with teams

Conduct valuation analytics and identify drivers of valuation changes

Collaborate with Risk Management for default and prepayment forecasts

Analyze valuation drivers in sensitivity analyses

Provide support on valuation consulting assignments and audits

Ensure compliance with accounting policies and controls

Assist with reporting, analytics, and ad-hoc projects

Develop quantitative and fixed income expertise within the team

Qualification

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Quantitative SkillsFixed Income AnalyticsCash Flow ModelingStatistical ApplicationsCredit Risk ModelingPortfolio ModelingDiscounting CashflowsDelinquencies AnalysisPrepayment BehaviorModel ValidationSQLSASRData Analytic ToolsTeam Management

Required

6+ years of applied experience, preferably in the financial services industry, and bachelor’s degree; or equivalent work experience

Strong quantitative skills

Strong knowledge of principles of fixed income analytics including yield/price/return analyses, credit risk and prepayment modeling, option-adjusted spread analytics, relative value analysis and portfolio modeling

Experience with fixed income cash flow modeling and approaches to discounting cashflows

Experience with statistical applications, preferably in the context of credit risk modeling and/or fixed income valuation

Understanding of the relationship between delinquencies, roll rates and borrower default probabilities

Understanding of the drivers of borrower prepayment behavior

Experience in using, building, reviewing, validating and/or implementing fixed income models

Advanced Excel skills and formula driven

Exposure to SQL and one of SAS, R or other equivalent data analytic tools

Ability to manage a direct report and collaborate with business partners

Benefits

Medical, dental, and vision plans

401(k) match

Health and wellness programs

Flexible time off policies

Up to 16 weeks paid parental leave

Company

LendingClub

Glassdoor

3.3

Since our founding in 2006, we have transformed the banking industry by bringing a traditional credit product - the installment loan - online and we’ve been on the fast track ever since.

Founded in 2007

San Francisco, California, USA

1,001-5,000 employees

https://www.lendingclub.com

H1B Sponsorship

LendingClub has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

Trends of Total Sponsorships

2021 (4)

2020 (106)