Equity Portfolio Pricing & Valuations Manager
Core
Own the end-to-end valuation process for equity autocallable products, ensuring accurate daily P&L, transparent attribution, and strong model governance.
Role type
Senior IC quantitative finance manager (structured products)
Builds
Daily P&L, model calibrations, and valuation controls for equity autocallable products
Domain
Financial services / Quantitative finance / Structured products
Deliverable
production ML models
Required skills
Equity derivatives pricing, structured products valuation, model calibration, Python/C++, data analytics, model risk management
Preferred skills
None stated
Technologies
Python, C++
Responsibilities
Own end-of-day marking and P&L production for equity autocallable products; Decompose daily P&L into market movements, idiosyncratic events, and trading activity; Calibrate model parameters to observable market datasets; Support testing and validation of new pricing models; Monitor portfolio valuations versus counterparty marks; Design systematic controls for lifecycle events of autocallable products
Seniority
Senior, hands-on IC