What you ’ll do
As a Macro Valuation Associate, you will manage the intraday pricing of various Macro products, such as credit derivatives, interest rate swaps/swaptions, FX derivatives, government bonds, and corporate bonds. Specifically, you will:
Manage the process to control market data inputs to the valuation models (yield curve, inflation curve, volatility surfaces, credit curves, etc.)Liaise with investment teams, Technology, Risk, and other supporting teams about pricing and P&LCollaborate with the Technology team to implement pricing configurations for new and existing products.Contribute to reengineering workflows around pricing feeds to improve reliability and efficiencyWhat’s required
10-15+ years of valuation/P&L experience on credit derivatives, emerging market (e.g., LATAM) products (Rates, Bonds, FX), and/or FX derivativesExperience with intraday P&L supportStrong knowledge of de...