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- Tasks: Own the valuation process for equity autocallable products and ensure accurate P&L reporting.
- Company: Dynamic financial firm at the forefront of trading and quantitative analytics.
- Benefits: Competitive salary, flexible working options, and opportunities for professional growth.
- Why this job: Join a team that shapes the future of finance with innovative pricing strategies.
- Qualifications: Advanced degree in a quantitative field and strong coding skills required.
- Other info: Collaborative environment with a focus on detail and accountability.
The predicted salary is between 43200 - 72000 £ per year.
This role sits at the intersection of trading, risk, and quantitative analytics, focusing on the accurate pricing and valuation of equity autocallable products. You will own the end‑to‑end valuation process, ensuring robust daily P & L, transparent attribution, and strong model governance across a complex structured products portfolio.
Responsibilities
- Own the official end‑of‑day marking and P & L production for all equity autocallable products, ensuring prices are accurate, consistent, and aligned with market data and internal policies.
- Decompose daily and periodic P & L into clear components—including market movements (Greeks‑based P & L), idiosyncratic events, trading activity, and other factors—to provide transparent explanations to traders, risk, finance, and senior management.
- Calibrate model and reserve parameters to observable market datasets (e.g., volatility surfaces, correlations, dividends) and maintain robust calibration methodologies and documentation.
- Support the testing, validation, and rollout of new pricing models; compute, review, and post appropriate model reserves in line with model risk policies.
- Monitor portfolio valuations versus counterparty marks, investigate and reconcile material differences, and help drive fair‑value and dispute resolution processes.
- Design and enhance systematic controls to track lifecycle events for autocallable products (e.g., coupon payments, barrier events, calls), ensuring accurate reflection in positions, valuations, and P & L.
Qualifications
- Advanced degree (or equivalent) in a quantitative discipline such as Engineering, Mathematics, Physics, or similar, with at least 3 years of relevant experience in equity derivatives, structured products, or quantitative finance.
- Advanced knowledge of equity derivatives products, their risk profiles (Greeks), and common valuation methodologies for structured products and exotics.
- Strong coding skills (e.g., Python, C++, or similar) and the ability to work efficiently with large datasets, automation, and analytics tools.
- Highly detail‑oriented, with a strong sense of ownership, rigor, and accountability in pricing, controls, and documentation.
- Collaborative team player with strong communication skills and a willingness to support and partner with trading, risk, technology, and operations.
Equity Portfolio & Pricing Valuations Analyst employer: Millennium
Contact Detail:
Millennium Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Equity Portfolio & Pricing Valuations Analyst
✨Tip Number 1
Network like a pro! Reach out to folks in the industry, attend events, and connect on LinkedIn. You never know who might have the inside scoop on job openings or can put in a good word for you.
✨Tip Number 2
Prepare for interviews by practising common questions related to equity derivatives and structured products. We recommend doing mock interviews with friends or using online platforms to get comfortable with your responses.
✨Tip Number 3
Showcase your coding skills! If you're proficient in Python or C++, consider working on a small project that demonstrates your ability to handle large datasets or automate processes. This can be a great talking point in interviews.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who are proactive about their job search.
We think you need these skills to ace Equity Portfolio & Pricing Valuations Analyst
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the role of Equity Portfolio & Pricing Valuations Analyst. Highlight your experience with equity derivatives and quantitative finance, and don’t forget to showcase your coding skills. We want to see how your background aligns with what we’re looking for!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about this role and how your skills can contribute to our team. Be specific about your experience with pricing models and P&L production, as these are key aspects of the job.
Showcase Your Analytical Skills: In your application, make sure to highlight your analytical skills and attention to detail. We’re looking for someone who can decompose P&L and understand market movements, so give examples of how you’ve done this in the past. It’ll help us see your fit for the role!
Apply Through Our Website: We encourage you to apply through our website for the best chance of getting noticed. It’s super easy, and you’ll be able to submit all your documents in one go. Plus, it helps us keep track of your application better!
How to prepare for a job interview at Millennium
✨Know Your Products Inside Out
Make sure you have a solid understanding of equity autocallable products and their valuation methodologies. Brush up on the Greeks and how they impact P & L, as well as any recent market trends that could affect pricing. This knowledge will help you answer technical questions confidently.
✨Showcase Your Coding Skills
Since strong coding skills are essential for this role, be prepared to discuss your experience with Python, C++, or similar languages. You might even be asked to solve a coding problem during the interview, so practice writing clean, efficient code that can handle large datasets.
✨Demonstrate Your Analytical Mindset
Be ready to talk about how you've approached complex valuation problems in the past. Use specific examples to illustrate your analytical thinking and how you’ve decomposed P & L into its components. This will show your potential employer that you can tackle the challenges of the role effectively.
✨Emphasise Team Collaboration
This role requires working closely with trading, risk, and technology teams. Highlight your experience in collaborative environments and how you’ve successfully partnered with different departments. Good communication skills are key, so share examples of how you’ve facilitated discussions or resolved disputes in the past.