Valuation Associate, Programming Python

The Valuation Analytics team plays a critical role in the firm’s daily operations, responsible for both intraday and end-of-day valuations for all trading positions. This team works closely with the Risk and Technology departments to calibrate and integrate pricing models, incorporating market data feeds to generate the firm’s official valuations. In collaboration with Risk Management, the team designs and implements workflows and processes to meet the valuation requirements of new products and asset classes. Additionally, they work with the Middle Office’s P&L team to ensure that policies and procedures are consistently followed.

Position Responsibilities:

• The team focuses primarily on valuations for fixed income products, although expertise in other asset classes is considered highly beneficial.

• The role involves building pricing models, marking OTC curves, setting up new products, and analyzing P&L/risk/pricing processes.

• There will be regular collaboration with the front office, technology, risk management, and operations teams on various projects.

• The Valuation Analytics team works in conjunction with Risk Management to design and implement processes for new products and asset classes, ensuring that valuation needs are met.

• The team is also tasked with liaising with the Middle Office’s P&L team to ensure accurate adherence to policies and procedures.

Primary Interface:

• The Middle Office serves as the main interface for the firm’s portfolio managers, assisting in resolving issues related to valuation, trade capture, P&L reporting, and security concerns.

• The Middle Office coordinates with multiple departments to address and resolve issues promptly for portfolio managers and other front office personnel.

Ideal Candidate:

• The firm is seeking someone motivated by cross-functional collaboration and tackling complex global challenges, using data and technology to deliver effective solutions.