Associate / Senior Associate Pricing
Core
Daily validation and pricing of fixed income, derivatives, equity, ETF, FX, and commodity securities to ensure accurate asset valuation for client portfolios.
Role type
Associate/Senior Associate Pricing Analyst (Fixed Income & Derivatives)
Builds
Daily price quality assurance checks and pricing workflows for PIMCO's fixed income and derivative products.
Domain
Fixed Income, Derivatives, Asset Valuation
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Fixed income product knowledge, Derivatives experience (swaps, options, FX), Pricing vendor management, Financial audit review, SQL, Python, MS Excel
Preferred skills
Complex derivatives expertise (caps/floors, commodity index swaps, FX options), Bloomberg terminal proficiency, Fund audit experience, Technology workflow design
Responsibilities
Daily security price validation and discrepancy resolution, Execute and enhance daily price quality assurance checks, Answer pricing inquiries from stakeholders and vendors, Conduct security pricing reviews for financial audits, Manage service providers for daily pricing support, Write business requirements for pricing application enhancements
