Portfolio Pricing and Valuation Lead
Core
Lead regional fixed-income pricing, valuation, and P&L integrity for Asia Pacific Rates, Credit, and FX businesses.
Role type
Senior IC portfolio pricing and valuation lead
Builds
Accurate daily marks, P&L explanations, and risk metrics for fixed-income portfolios
Domain
Fixed income trading and valuation (Rates, Credit, FX, Emerging Markets)
Required skills
Fixed-income pricing models, valuation methodologies, P&L analysis, curve construction, total return swap pricing, IBOR-RFR transition, model validation, team mentorship
Preferred skills
Master's in Financial Engineering, Murex platform experience, internal pricing library exposure
Technologies
Murex, internal pricing libraries
Responsibilities
Monitor real-time and end-of-day pricing for fixed-income instruments; strengthen valuation methodologies for derivatives and cash products; provide technical leadership for trade-date and T+1 P&L explanation; investigate and resolve complex pricing and P&L challenges; support new-product assessment and onboarding; lead regional Fixed Income Valuations book of work and strategic initiatives; mentor and develop regional valuation team members
Seniority
Senior, hands-on IC with leadership responsibilities