Middle Office Analyst
Our client is a hedge fund based in Mayfair. An opportunity has arisen for a Middle Office Analyst to assist the team with independent P&L and valuations for the firm. The company trades a wide class of assets such as equities, currencies, fixed income, credit and commodities.
Duties will include:
- Independent price verification, valuation, and P&L production.
- Monitor markets and internal systems to ensure real-time, accurate performance and risk metrics for portfolio managers and senior management. Promptly diagnose and fix any issues as they arise.
- Ensure proper trade life-cycle P&L including corporate actions, coupons and cash flows
- Oversight and development of valuation methodologies and model appropriateness; routine independent modelling of OTC and exotic transactions
- Position requires extensive interaction with traders and counterparties so effective communication is vital to the role
- The middle office team helps coordinate between various internal stakeholders such as operations, trade support, risk, software development, legal, treasury, investor relations, as well as with external fund accountants and auditors
- Perform reviews to incorporate all relevant information to the valuation process including analysis of the transaction structure, the modelling and methodology adopted, available market data and/or any proxies considered appropriate, valuation adjustments and any relevant regulatory, risk or accounting considerations
- Involvement in various projects / ad-hoc reporting requests by senior management and front-office business units.
- Strong quantitative background in equities, however currencies, fixed income, credit or commodities considered
- Superior analytical/quantitative and critical thinking skills
- Bachelor’s Degree required (majors in Finance, Mathematics or related fields)
- 2+ years of experience in a product valuation or product control role that provided exposure to a broad spectrum of financial instruments.
- Strong programming skills (Python, VBA, SQL)
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