Fixed Income Valuation Analytics
Core
Maintain, monitor, and enhance procedures and controls supporting intraday pricing and end-of-day valuation of financial instruments, including publishing official marks and curves.
Role type
Middle Office Fixed Income Valuation Analyst
Builds
Official end-of-day marks, curves, and P&L processes for fixed-income products
Domain
Fixed Income / Financial Markets
Deliverable
production ML models
Required skills
Fixed-income product knowledge, Python/VBA programming, OTC futures curve construction, options pricing models, Bloomberg/Reuters proficiency
Preferred skills
Product owner experience, cross-functional project leadership
Technologies
Python, VBA, Bloomberg, Reuters
Responsibilities
Maintain and enhance intraday pricing and end-of-day valuation procedures; Publish and sign off on official end-of-day marks and curves; Build and maintain pricing models and mark OTC curves; Coordinate new product and security setup; Analyze P&L, risk, and pricing processes; Ensure valuation policies are followed accurately.