Equity Pricing & Valuations Analyst

Millennium; Greater London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A leading financial services firm in London is seeking an experienced Equity Portfolio & Pricing Valuations Analyst to manage the pricing and valuation of equity autocallable products. The successful candidate will have an advanced degree in a quantitative field and at least three years of experience in equity derivatives or quantitative finance. Responsibilities include end-of-day valuation processes and calibrating model parameters. This role requires strong coding skills in Python or C++ and the ability to work collaboratively across teams.

Qualifications

• Minimum 3 years of relevant experience in equity derivatives or quantitative finance.
• Advanced understanding of valuation methodologies for structured products.
• Experience with large datasets and automation.

Responsibilities

• Own end-of-day marking and P & L production for equity autocallable products.
• Calibrate model parameters to market datasets and maintain documentation.
• Monitor portfolio valuations versus counterparty marks and investigate differences.

Skills

Equity derivatives products knowledge

Strong coding skills (Python, C++)

Analytical skills

Attention to detail

Communication skills

Education

Advanced degree in a quantitative discipline

Tools

Data analytics tools

Job description

A leading financial services firm in London is seeking an experienced Equity Portfolio & Pricing Valuations Analyst to manage the pricing and valuation of equity autocallable products. The successful candidate will have an advanced degree in a quantitative field and at least three years of experience in equity derivatives or quantitative finance. Responsibilities include end-of-day valuation processes and calibrating model parameters. This role requires strong coding skills in Python or C++ and the ability to work collaboratively across teams.