Job Description

What you ’ll do
  • Manage the valuation and models for various products, such as credit derivatives, interest rate swaps/swaptions, FX derivatives, government bonds, and corporate bonds.
  • Manage the process to control market data inputs to the valuation models—such as yield curve, inflation curve, volatility surfaces, and credit curves—and ensure the valuation process followes the firm’s valuation policy.
  • Perform price testing analysis with counterparty valuation and other third-party vendors’ prices.
  • Maintain valuation support documentation to evidence the accuracy of investment valuations.
  • Liaise with investment professionals and our various support teams, such as Risk, about pricing, valuation, P&L, and valuation models.
  • Work closely with our Technology team to implement valuation setup for new products and automate the valuation process.

    • What’s required


  • 3-5 years of valuation experience on fixed income deri...

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