
Financial Instruments Valuation Specialist
2 hours ago
The Index Calculation Agent Team is responsible for daily valuation of fixed income instruments included in global flagship benchmarks, covering developed and emerging markets.
Key Responsibilities:
- Daily third-party price capture & validation of bond prices versus multiple market sources.
- Analyze price movements against market news and expectations.
- Good understanding of fixed income securities and its characteristics.
- Liaise with pricing vendor to resolve issues and minimize risk.
- Monitor systems for related job success and resolve issues by working with technology teams if any failures.
- Prepare and send daily pricing and market impact summaries with supporting market news.
- Generate and maintain month-end Index rebalance and composition reports by garnering information on new bond issuance and auction/buy-back activities.
- Produce and analyze valuation movements within client portfolios on a daily and monthly basis.
- Complete all daily, monthly, and ad-hoc tasks and reporting as required accurately and to deadline.
- Resolve client queries promptly and professionally.
- Participate and present in client monthly meetings.
- Escalate all issues promptly and effectively to supervisor.
- Contribute to ongoing developments of the pricing control process.
Requirements:
- 6+ years of experience.
- Ad-hoc project work as directed.
- Working experience with different vendors- Bloomberg, Reuters.
- Having technical skills (Python, VBA, SQL etc.) is an added advantage.
Benefits include: a competitive salary, opportunities for professional growth, and a collaborative work environment.
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