Fixed Income Portfolio Pricing & Valuations Specialist

Millennium Management; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

Join a leading financial firm as a Fixed Income Portfolio Pricing & Valuations Specialist. This role focuses on pricing and valuations across Rates, Credit, and FX, offering growth opportunities in a dynamic environment. Ideal candidates will have a strong analytical background and effective communication skills, contributing to collaborative pricing solutions for portfolio managers.

Qualifications

• Minimum 1 year of experience as a quant, risk quant or model validation.
• Strong knowledge of pricing models for Rates, Credit, and FX products.
• Demonstrated project management skills preferred.

Responsibilities

• Monitor real-time and end-of-day pricing for fixed income instruments.
• Provide Trade Date and T+1 P&L explanation to senior management and portfolio managers.
• Serve as point of contact for pricing and risk issues.

Skills

Analytical skills

Troubleshooting

Adaptability

Communication

Education

Bachelor Degree in Finance/Economics/Computer Science/Engineering

Masters in Financial Engineering

Job description

Fixed Income Portfolio Pricing & Valuations Specialist

The Portfolio Pricing and Valuation Specialist will sit withinthe Macro team responsible for Pricing & Valuations across Rates, Credit, and FX business at Millennium. The group provides a dynamic and fast-paced environment with excellent growth opportunities. Principal Responsibilities

• Pricing - responsible for monitoring both real time and end of day pricing for all fixed income instruments. In addition, to develop ideas and establish procedures to improve current valuation methodologies across various product suites within the firm, in conjunction with risk and fixed income technology.
• P&L Explanation – part of the valuation function is to provide Trade Date and T+1 P&L explanation to both senior management and the portfolio managers.
• The Pricing and Valuations group serves as the point of contact for portfolio managersproviding a centralized place for resolving pricing, technology and risk issues.
• Process enhancement and project work.

Qualifications/Skills Required

• Bachelor Degree in Finance/Economics/Computer Science/Engineering. Masters in Financial Engineering or equivalent preferred.
• Min 1 years of experience as a quant , risk quant or model validation.
• Strong knowledge and experience in pricingwith emphasis on detailed knowledge of pricing models for Rates, Credit and FX products.
• Detail oriented and able to show adaptability to pick up technical skills/product knowledge quickly
• Possess strong analytical and troubleshooting capabilities
• Able to prioritize in a fast moving, high pressure, constantly changing environment; High sense of urgency
• Must be a self-starter and a team player
• Strong communication skills and the ability to interact with Traders or Portfolio Managers as well as other teams globally
• Demonstrated project management skills would be preferred