# Portfolio Pricing and Valuation Lead

**Company**: Core Operations
**Location**: Singapore
**Experience**: senior
**Job type**: full-time
**Category**: Finance
**Industry**: Finance

**Apply**: https://mlp.eightfold.ai/careers/job/755958596303?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_46c5970f-188

## Description

We are seeking a Portfolio Pricing and Valuation Lead to join our team at Core Operations in Singapore.

The Macro team supports Millennium's Asia Pacific Rates, Credit, and FX businesses. The regional valuations group operates in a dynamic, fast-paced environment and partners closely with Risk, Fixed Income Technology, Business Management, traders, portfolio managers, and global teams to support pricing, valuation, and strategic initiatives.

Key responsibilities include:

- Monitoring real-time and end-of-day pricing for fixed-income instruments across the Asia Pacific region.

- Strengthening valuation methodologies for linear and nonlinear derivatives and cash products across Rates, Credit, FX, and Emerging Markets, in partnership with Risk and Fixed Income Technology.

- Providing technical leadership for trade-date and T+1 P&L explanation, ensuring the integrity and accuracy of daily marks, P&L, and risk across the Asia book.

- Investigating, resolving, and escalating complex pricing and P&L challenges as a senior technical resource.

- Supporting new-product assessment and onboarding by confirming pricing model coverage, valuation methodology, and downstream P&L and risk readiness before trading.

- Providing senior technical input on complex pricing and valuation matters, including curve construction, total return swap pricing, and intraday pricing accuracy.

- Leading the regional Fixed Income Valuations book of work and strategic initiatives, including IBOR-RFR transition, technology upgrades, and methodology changes.

- Helping manage, mentor, and develop regional valuation team members, strengthening product knowledge and modeling capabilities.

To be successful in this role, you will need:

- A Bachelor's degree in Finance, Economics, Computer Science, Engineering, or a related field; a Master's degree in Financial Engineering or an equivalent discipline is preferred.

- Extensive experience in desk strategy, risk quantitative analysis, model validation, or fixed-income pricing and valuation, including experience mentoring or helping lead a team.

- Demonstrated knowledge of pricing models for Rates, Credit, and FX products, with the ability to lead technical discussions.

- Proven ability to own a book of work, drive strategic initiatives, and coordinate delivery across multiple teams.

- Strong analytical, troubleshooting, organizational, and project-management skills, with close attention to detail.

- Ability to prioritize effectively in a fast-moving, high-pressure, and evolving environment, with a strong sense of urgency.

- Self-starter mindset, collaborative approach, and strong communication skills, with the ability to partner effectively with traders, portfolio managers, and global stakeholders.

- Familiarity with vendor and internal pricing platforms, such as Murex and internal pricing libraries, and exposure to industry transitions such as IBOR-RFR is a plus.

## Skills

### Required
- Finance
- Economics
- Computer Science
- Engineering
- Financial Engineering
- Risk Quantitative Analysis
- Model Validation
- Fixed-Income Pricing
- Valuation

### Nice to have
- Master's degree in Financial Engineering
- Familiarity with Murex
- IBOR-RFR transition

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Source: [Apply at mlp.eightfold.ai](https://mlp.eightfold.ai/careers/job/755958596303?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)