Описание:
Referment is working with a London-based financial technology company that supplies specialist credit data and analytics to some of the world's largest investment banks, asset managers and hedge funds. Its platform automatically structures bond and loan data across thousands of issuers in the US, Europe and emerging markets, giving credit teams auditable fundamentals on demand.
Задачи:
Review pricing feeds from a third-party pricing provider against internal benchmarks, investigating anomalies rather than accepting them. Sift through large bond and loan price and reference datasets to identify, prioritise and resolve outliers, including tracing capital structures and inter-company relationships to keep aggregate-level data sound. Calculate and validate bond and loan pricing data at scale, from YTM, YTW and z-spread to Macaulay and modified duration and PV01. Build automated algorithms that reduce manual reviews and checks, and document or elevate recurring data quality issues to the pricing vendor and internal stakeholders. Answer client questions about data and product functionality, working directly with leading investment firms.
Требования:
Experience in evaluated pricing, independent price verification (IPV), fixed income valuations or trade support, or credit fund NAV pricing, for example as an investment bank IPV or vendor-side pricing analyst. Strong familiarity with bond and loan reference data syntax and pricing feed structures, and command of pricing conventions (clean versus dirty price, accrued interest, day count) so you can sanity-check a price against its fundamentals. Advanced Excel or Google Sheets skills, including complex spreadsheets with macros or Apps Script. A demonstrated ability to work through large, messy datasets to find the one wrong number that everyone else's process missed. A strong academic track record and sharp analytical and quantitative reasoning; an understanding of simple and complex corporate capital structures is useful. Будет плюсом: Python, SQL or similar coding experience is a plus
Условия:
The role is permanent, full time and hybrid, based in London, with remote working flexibility offered by the company.
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Market data analyst employer: Referment
Referment is an exceptional employer, offering a dynamic work culture that fosters collaboration and innovation. As a Finance Director, you will not only lead the finance function but also play a pivotal role in shaping the company's growth trajectory, with ample opportunities for professional development and advancement. Located in a vibrant B2B technology hub, the company provides a supportive environment where your contributions are valued and rewarded.
