Job Description

What you ’ll do
  • Manage intraday pricing of various macro products, such as credit derivatives, interest rate swaps and swaptions, foreign exchange derivatives, and government and corporate bonds.
  • Oversee process to control market data inputs to the valuation models, such as yield curve, inflation curve, volatility surfaces, and credit curves.
  • Liaise with Front Office, Technology, Risk, and other supporting teams on pricing and P&L.
  • Collaborate with our Technology team to implement pricing configurations for new and existing products.
  • Contribute to reengineering workflows around pricing feeds to improve reliability and efficiency.

    • What’s required

  • 7-10years of Product Control / IPV / Valuation control experience within a hedge fund, asset manager, or investment bank
  • Technical knowledge of P&L attribution, Valuation methodologies and Risk sensitivities (Yield curves and Volatility surfaces)
  • Pro...

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