Our client a leading Global Hedge Fund, are looking for a candidate with cross-product pricing & valuations experience to join their high-performing Valuation Analytics team in London
Responsibilities
· Valuations, building pricing models, marking OTC curves and setting up new products across all asset classes and tradable products
· Analysing P&L, risk and pricing processes
· Responsible for procedures and controls to support the intra-day pricing and end of day marking of financial instruments
· Production of end of day marks and curves and managing related P&L processes
· Interaction with Traders and Portfolio Managers helping to solve pricing and position queries
Requirements
· Previous Valuations, Product Control, IPV or Market Risk experience gained form a Hedge Fund or Investment Bank
· Detailed product knowledge across all sectors and instruments, in particular Fixed Income
· Direct experience of greek P&L attribution and options pricing models
· Experience Programming and automating processes (VBA, Python) would be advantageous
If this is something you would be interested in, please apply via the link below