# Fixed Income Valuation Analytics

**Company**: Middle Office
**Location**: London
**Category**: Finance
**Industry**: Finance

**Apply**: https://mlp.eightfold.ai/careers/job/755958617502?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
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## Description

We are seeking a Fixed Income Valuation Analytics professional to join our P&L and Valuation Analytics team within Middle Office. As part of this role, you will be responsible for maintaining, monitoring, and enhancing procedures and controls supporting intraday pricing and end-of-day valuation of financial instruments.

Responsibilities:

- Maintain, monitor, and enhance procedures and controls supporting intraday pricing and end-of-day valuation of financial instruments.

- Publish and sign off on the firm’s official end-of-day marks and curves, and manage related P&L processes.

- Build and maintain pricing models, mark OTC curves, and support the valuation of products across asset classes.

- Coordinate new product and security setup with Operations, Middle Office, Risk Management, and Technology teams.

- Serve as a primary point of contact for portfolio managers, coordinating the resolution of P&L, pricing, position, technology, risk, and security setup matters.

- Analyze P&L, risk, and pricing processes and partner with Front Office, Technology, Risk Management, and Operations on cross-functional projects.

- Ensure valuation policies and procedures are followed accurately and consistently.

Requirements:

- Strong product knowledge across sectors and tradable instruments, specifically fixed-income products.

- Bachelor’s degree from an accredited university or college with a strong academic record.

- Programming experience using Python and/or VBA to analyze time series and automate processes.

- Working knowledge of options pricing models, Greeks-based P&L attribution, volatility configurations, and interpolation and extrapolation methodologies.

- Experience building and maintaining OTC futures curves.

- Experience partnering with Technology teams as a product owner to prioritize work, define requirements, build systems, and resolve issues.

- Proficiency with Bloomberg and Reuters, along with experience documenting procedures.

## Skills

### Required
- Python
- VBA
- Bloomberg
- Reuters
- options pricing models
- Greeks-based P&L attribution
- volatility configurations
- interpolation and extrapolation methodologies
- OTC futures curves

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Source: [Apply at mlp.eightfold.ai](https://mlp.eightfold.ai/careers/job/755958617502?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)