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- Pricing - responsible for monitoring both real time and end of day pricing for all fixed income instruments. In addition, to develop ideas and establish procedures to improve current valuation methodologies across various product suites within the firm, in conjunction with risk and fixed income technology.
- P&L Explanation – part of the Middle Office function is to provide Trade Date and T+1 P&L explanation to both senior management and the portfolio managers.
- Primary Interface – the middle office function will be the primary interface for the portfolio managers. As a single place that the portfolio managers can go to resolve pricing, position, technology, risk and security related issues. Middle Office will co-ordinate with the various departments to resolve all issues for the portfolio managers and co-ordinate the resolution of those issues.
- Process enhancement and project work.
- Bachelor Degree in Finance/Economics/Computer Science/Engineering. Masters in Financial Engineering or equivalent preferred.
- Min 3 years of experience from the following backgrounds: Product Control/Valuation Control/Pricing
- Strong knowledge and experience in profit and loss calculations, with emphasis on detailed knowledge of pricing models for Rates, Credit and FX products. Knowledge of Commodity valuation would be a plus.
- Demonstrated experience with some of the following systems – Murex, Imagine, Bloomberg and Reuters. Knowledge of Openlink would be a strong plus.
- Willingness to learn/perform Trade Support function.
- Detail oriented and able to show adaptability to pick up technical skills/product knowledge quickly
- Possess strong analytical and troubleshooting capabilities
- Able to prioritize in a fast moving, high pressure, constantly changing environment; High sense of urgency
- Must be a self-starter and a team player
- Strong communication skills and the ability to interact with Traders or Portfolio Managers as well as other teams globally
- Demonstrated project management skills would be preferred
Investment Portfolio Analyst - Singapur, Singapore - Millennium Management
Description
Portfolio Valuations Specialist (Fixed Income)Job Function Summary
The Portfolio Valuation Specialist will manage P&L, risk and pricing processes and will be accountable for the integrity and accuracy of intraday and end of day P&L for the firm. The role will be primarily focused on the administration of P&L for Fixed-Income including FX products (both cash and derivatives). This person will play a vital role in supporting the firm's Portfolio Managers across the regions.
Principal Responsibilities
Qualifications/Skills Required