Fixed Income Valuation Analytics Specialist

Millennium Management LLC; Greater London; Presencial; GBP 70.000 - 100.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Descripción de la vacante

Millennium is seeking a Fixed Income Valuation Analytics professional to maintain intraday pricing and end-of-day valuation procedures for the firm’s trading positions.

You will publish official end-of-day marks and curves, build and maintain pricing models for fixed-income products, coordinate new product setup with Operations, Risk Management and Technology, and serve as the main point of contact for portfolio managers on P&L and pricing matters.

Formación

• Strong knowledge of fixed-income products and markets.
• Bachelor’s degree with strong academics.
• Programming in Python/VBA to analyze time series and automate tasks.
• Experience with OTC futures curves and pricing models.
• Collaborative with Technology and Risk teams.

Responsabilidades

• Maintain 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 OTC curves.
• Coordinate new product setup with Operations, Middle Office, Risk, and Technology teams.
• Serve as primary contact for portfolio managers on P&L, pricing, and related setup matters.
• Analyze P&L, risk, and pricing with cross-functional teams.
• Ensure valuation policies and procedures are followed accurately.

Conocimientos

Fixed-income knowledge

Analytical thinking

Detail-oriented

Communication skills

Ownership

Educación

Bachelor's degree in finance, economics, or related field

Herramientas

Python

VBA

Bloomberg Terminal

Reuters

Time series analysis

Descripción del empleo

Millennium is seeking a Fixed Income Valuation Analytics professional to maintain intraday pricing and end-of-day valuation procedures for the firm’s trading positions.

You will publish official end-of-day marks and curves, build and maintain pricing models for fixed-income products, coordinate new product setup with Operations, Risk Management and Technology, and serve as the main point of contact for portfolio managers on P&L and pricing matters.