If you’re a flexible worker / contractor / returning-to-work professional and you want to break into (or level up in) Fund Accounting & NAV, I’m opening a set of FREE lessons inside NAV Skool. These are short, practical, and built for real-life schedules — 15–25 minutes per lesson with checklists + examples. What you’ll get (FREE): ✅ NAV Basics (without the fluff) — what actually moves NAV day-to-day✅ Core controls that stop errors (the things seniors check first)✅ Recons & breaks — how to think, investigate, and document✅ Pricing + corporate actions — where juniors get caught out✅ Mini “daily tips” playbook you can copy into your workflow Who it’s for: - Entry-level / career switchers into fund accounting - People re-entering work after a break - Flexible workers who want structured learning without long courses - Juniors who want to sound confident in interviews

Most people don’t fail interviews because they “don’t know NAV”…They fail because they can’t explain it under pressure. So I’m opening limited 1:1 mock interview slots: ✅ Junior (entry level) ✅ Senior (experienced / lead) In the session we’ll cover: - technical NAV questions - controls + issue investigation - client communication (the part nobody trains you on) - how to structure answers so you sound confident, not “random” Want a slot? Comment MOCK + your level (Junior/Senior) and I’ll DM the booking link. #FundAccounting #NAV #FundOperations #InterviewPrep #CareerDevelopment

OK - I'm not the best speaker haha :) and this is just based on essential tools, but we are going somewhere :)

Swing pricing is one of those “everything balances but the price is still wrong” traps. One wrong sign (buy vs sell) or one outdated factor = silent NAV error. Here’s my 3-minute pre-release check: ✅ 1) Is swing triggered and direction correct? – Net flow vs trigger threshold (per policy)? – Buy swing vs sell swing aligned to net flow direction? – Cut-off time + flow source locked (TA/dealing file) before pricing? ✅ 2) Is the swing factor correct and evidenced? – Correct factor table/date (or cost model) for this fund/share class? – Any cap/floor limits applied (if your policy uses them)? – Approval/audit trail saved (PM/board/oversight)? ✅ 3) Does the final swung price reconcile? – Recalc: unswung NAV → apply factor (per method) → final NAV/price + rounding rules. – Applied at the right level (fund vs class) and consistent across systems. – Reasonableness vs prior “swung” days (expected bps impact). Why it matters: Swing pricing moves the official dealing price. The NAV can look perfectly “clean” while investors still get the wrong price if direction/factor is off. Pro move: Keep a daily Swing Evidence Pack: net flow calc → trigger check → factor source → final price calc screenshot. Question: do you swing every day, or only on high-flow days? Comment “SWING” if you want the checklist format.

Before you finalise the NAV, take 3 minutes to validate distributions (cash + reinvestment/DRIP): ✅ Is the distribution event set up correctly?– Correct ex-date / record date / pay date?– Correct share class and rate (per share / %)?– Withholding tax rules applied correctly? ✅ Does reinvestment (DRIP) create the right shares?– Reinvestment price/source correct?– New shares posted to units outstanding (class-level)?– Fractional shares / rounding handled per policy? ✅ Do cash and accrual movements tie out?– Accrued income reversed correctly on ex-date?– Cash outflow (or payable) matches distribution ledger?– Custody vs accounting reconciliation still clean after event? Why this matters: Distributions hit multiple places at once: income, cash/payables, and shares outstanding (if reinvested). If one leg is wrong, the NAV can look fine but still be incorrect. Pro move: Treat DRIP like dealing: reconcile rate → reinvest price → shares created → cash movement, with evidence.