Fixed Income Valuation Analytics

Overview

In this role you drive intraday and end-of-day valuation accuracy for fixed income across asset classes, partnering with Risk Management and Technology to calibrate pricing models and incorporate market data. You will publish official marks and maintain curves, supporting P&L processes and valuation governance. You’ll collaborate on onboarding new products, coordinate with cross-functional teams, and ensure transparent, controlled valuation workflows. This is a hands-on role at the middle office where your work directly shapes risk-aware investment outcomes.

Responsibilities

• Maintain and enhance intraday pricing and end-of-day valuation controls
• Publish and sign off official end-of-day marks and curves; manage P&L processes
• Build and maintain pricing models; calibrate OTC curves; support product valuation
• Coordinate new product and security setup with Operations, Middle Office, Risk Management, and Technology
• Serve as primary contact for portfolio managers; resolve P&L, pricing, position, tech, risk, and setup matters
• Analyze P&L, risk, and pricing processes; collaborate on cross-functional projects
• Ensure valuation policies and procedures are followed accurately

Key requirements

• Strong product knowledge across fixed-income instruments
• Bachelor’s degree from an accredited university
• Programming experience in Python and/or VBA
• Working knowledge of options pricing models, Greeks-based P&L attribution, volatility configurations, and interpolation/extrapolation methodologies
• Experience building and maintaining OTC futures curves
• Experience partnering with Technology as a product owner; prioritizing work and defining requirements
• Proficiency with Bloomberg and Reuters; experience documenting procedures
• Strong attention to detail, ownership, communication, urgency, and quick learning

• Attention to detail
• Ownership
• Clear communication
• Python
• VBA
• Options pricing models

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