Fixed Income Valuation Analyst
- London, England, United Kingdom
- Permanent, Full time
- Morgan McKinley
- 17 May 19
Market Leading Pricing Service Company seeks a Senior level Fixed Income Valuation Analyst
Responsible for providing timely and accurate valuations on European fixed income securities and derivatives. Valuations are used by banks, brokerage houses, insurance companies, and asset managers for research, risk analysis, and portfolio valuation.
Evaluators are assigned to asset classes in each region within the Pricing Service: Governments, IG Corporates, High Yield, Bank Loans, Munis, Securitized Products (MBS, RMBS, CMBS, CLO/CDO), Derivatives, Compliance/ Operational Risks & Controls, and Customer Service.
This role requires the Evaluator to evaluate fixed income securities with a focus on Government securities. It involves following financial markets, making use of big data sets to create meaningful trends/themes, design methodologies and ultimately make use of advanced technologies to evaluate bonds. Knowledge of fixed income markets in combination with programming skills is key to be successful in this position.
- Manage the evaluation process of fixed income portfolios
- Interact with clients to discuss broad market dynamics and specific challenges about fluctuations in prices
- Apply technologies to develop proprietary models and enhance end-to-end valuation practices
- Work with Research & Analytics team to innovate and automate existing models to ensure new methodologies are scalable and meet market standard
- Degree in quantitative discipline (Finance, Math or Computer Science) from a leading University
- Advanced knowledge in fixed income markets
- Advanced knowledge of programming language(s) e.g. Excel VBA, Python, Machine Learning, AI
- Ability to independently research and apply complex concepts in a real-world context
- Must be self-motivated, can learn quickly and operate under tight time constraints
- Strong problem-solving skills are crucial and must have the ability to handle multiple tasks simultaneously.
- Enjoy working collaboratively in a competitive team environment
Morgan McKinley is acting as an Employment Agency in relation to this vacancy.
Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.