Sr Research Analyst - Pricing

Factentry Data Solutions; India; Remote; INR 1,500,000 - 2,100,000; Full time

Job summary

FactEntry Data Solutions is seeking a Senior Research Analyst for its Bond Valuation Team in Vellore. You will calculate, validate, and maintain daily prices for a broad range of fixed-income securities and collaborate with Market Data, Reference Data, Operations, Technology, Product, and Client-facing teams to resolve pricing discrepancies.

The role emphasizes accuracy in pricing, accrued interest, inflation indexation, and cross-source validation.

Qualifications

• Experience in Fixed Income Reference Data Operations and Corporate Actions.
• Minimum 1+ years of relevant experience as a Research Analyst.
• Working knowledge of SQL.
• Strong understanding of fixed-income instruments, bond attributes, terms and conditions, and lifecycle events.
• Strong analytical, research, and problem-solving skills.
• High attention to detail and a strong focus on data quality.
• Good communication and documentation skills.
• Proficiency in MS Excel and MS Office.

Responsibilities

• Calculate and validate daily prices for government, corporate, inflation-linked, floating-rate, and other fixed-income securities.
• Apply pricing methodologies, including YTM, spread, discount margin, clean/dirty price, and present value.
• Calculate accrued interest and settlement values.
• Perform cross-source validation to ensure pricing and market data accuracy.
• Maintain and validate government and benchmark yield curves.
• Investigate significant day-over-day price movements and pricing exceptions.
• Compare calculated prices and yields against external market sources.
• Maintain tolerance checks and exception reports.
• Set up and validate newly issued securities in the pricing system.
• Handle securities linked to CPI, RPI, and other inflation indices, including inflation index calculations and indexation factors.
• Perform floating-rate reset calculations and apply relevant reference-rate conventions.
• Validate coupon schedules, payment dates, maturity dates, and day-count conventions.
• Apply business-day calendars and appropriate holiday adjustments.
• Investigate and resolve pricing discrepancies reported by clients, Operations, or downstream systems.
• Respond to client queries relating to bond prices, yields, and valuation methodologies.
• Prepare and perform Client Coverage Reports.
• Maintain documentation relating to FRNs, Government Benchmark Yield Curves, and Inflation.
• Identify and implement automation opportunities to streamline pricing and validation processes.

Skills

SQL

Fixed Income

Analytical skills

Attention to detail

Data quality

Cross-functional collaboration

Tools

MS Excel

MS Office

Pricing system

Job description

Senior Research Analyst

Location - Vellore

Job Overview

FactEntry is looking for a detail-oriented Senior Research Analyst to join the Bond Valuation Team. The role is primarily responsible for calculating, validating, and maintaining accurate daily prices and valuations across a broad range of fixed-income securities, including government bonds, corporate bonds, inflation-linked bonds, floating-rate notes, and other fixed-income instruments.

The position involves validating prices and yields against external market sources, investigating pricing exceptions and significant market movements, and ensuring the accuracy and consistency of pricing across systems.

The role also requires hands-on involvement in accrued interest, cash-flow calculations, inflation indexation, floating-rate calculations, and related pricing methodologies. The analyst will collaborate closely with Market Data, Reference Data, Operations, Technology, Product, and Client-facing teams to resolve pricing discrepancies, strengthen pricing controls, and improve existing processes.

Key Responsibilities

• Calculate and validate daily prices for government, corporate, inflation-linked, floating-rate, and other fixed-income securities.
• Apply appropriate pricing methodologies, including YTM, spread, discount margin, clean/dirty price, and present value.
• Calculate accrued interest and settlement values.
• Perform cross-source validation to ensure pricing and market data accuracy.
• Maintain and validate government and benchmark yield curves.
• Investigate significant day-over-day price movements and pricing exceptions.
• Compare calculated prices and yields against external market sources.
• Maintain tolerance checks and exception reports.
• Set up and validate newly issued securities in the pricing system.
• Handle securities linked to CPI, RPI, and other inflation indices, including inflation index calculations and indexation factors.
• Perform floating-rate reset calculations and apply relevant reference-rate conventions.
• Validate coupon schedules, payment dates, maturity dates, and day-count conventions.
• Apply business-day calendars and appropriate holiday adjustments.
• Investigate and resolve pricing discrepancies reported by clients, Operations, or downstream systems.
• Respond to client queries relating to bond prices, yields, and valuation methodologies.
• Prepare and perform Client Coverage Reports.
• Maintain documentation relating to FRNs, Government Benchmark Yield Curves, and Inflation.
• Identify and implement automation opportunities to streamline pricing and validation processes.

Qualifications

• Experience in Fixed Income Reference Data Operations and Corporate Actions.
• Minimum 1+ years of relevant experience as a Research Analyst.
• Working knowledge of SQL.
• Strong understanding of fixed-income instruments, bond attributes, terms and conditions, and lifecycle events.
• Strong analytical, research, and problem-solving skills.
• High attention to detail and a strong focus on data quality.
• Good communication and documentation skills.
• Proficiency in MS Excel and MS Office.

Preferred Experience

• Experience in new-issuance bond processing.
• Experience handling fixed-income corporate action changes.
• Experience reviewing bond prospectuses and issuer documentation.
• Exposure to data quality validation and/or reference data teams.
• Knowledge of bond pricing, valuation methodologies, yield calculations, and market conventions.

Key Skills

• Strong knowledge of Fixed Income instruments and bond markets.
• Good understanding of bond attributes, terms conditions, and lifecycle events.
• Strong analytical and research capabilities.
• High attention to detail.
• Strong problem-solving and data-quality orientation.
• Process-oriented approach with a focus on continuous improvement.
• Effective communication and documentation skills.
• Ability to collaborate effectively with cross-functional teams.
• Strong time-management skills.
• Willingness to continuously learn and adapt to evolving market and technology requirements.

Core Competencies

• Attention to Detail
• Analytical Thinking
• Problem Solving
• Data Quality Orientation
• Process Orientation
• Collaboration Teamwork
• Communication Skills
• Time Management
• Continuous Learning

Disclaimer: This job posting and location has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.