Job Description

What you ’ll do
  • Manage the intraday pricing of various macro products, such as credit derivatives, interest rate swaps/swaptions, FX derivatives, government bonds, and corporate bonds
  • Manage process to control market data inputs to the valuation models (yield curve, inflation curve, volatility surfaces, credit curves etc.)
  • Liaise with investment professionals, Technology, Risk and other teams with respect to pricing and P&L
  • Collaborate with Technology to implement pricing configurations for new and existing products
  • Help re-engineer workflows around pricing feeds to improve reliability and efficiency

    • What’s required


  • 5+ years of valuation/P&L experience in credit derivatives, emerging market (e.g. LATAM) products (such as rates, bonds, and FX) and/or FX derivatives
  • Experience with intraday P&L support
  • Strong knowledge of derivatives valuation modelling principles
  • Strong quantitative or financ...

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