Senior Pricing Analyst – Multi-Strat Hedge Fund – Mayfair recruitment

My client a successful multi-strategy hedge fund based in Mayfair are looking to hire someone to take ownership of their pricing processes in London.

The successful candidate will observe and analyse risk, PL, and pricing processes in addition to liaising between front office, technology, risk management and operations for any pricing issues. The role will be primarily focused on administration of pricing for interest rate and FX products (both cash and derivatives), though some knowledge of credit products would be highly advantageous.

Principal Responsibilities:
Pricing responsible for monitoring the intra-day pricing activity of all fixed income instruments within the firm. In conjunction with risk and fixed income technology, establish procedures and methods for the pricing of instruments within the firm for both real-time and end of day. Responsible for publishing and signing off on the firms official end of day marks per instrument.

Other Responsibilities:
Trade capture responsible for ensuring that all trade are being captured in the firms system on a trade date basis.

Trade Date Reconciliation and PNL Monitoring responsible for intra-day reconciliation of positions and pnl monitoring.

In this role you will be the primary interface for the Fixed Income portfolio managers. As a single place that the portfolio managers can go to resolve pricing, position, technology, risk and security related issues. The 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.

PNL Explanation a long term objective, is for the Middle Office function to provide Trade Date and Trade Date+1 PNL explain functionality to both senior management and the portfolio managers.

Qualifications/Skills Required:
- 3-5 years experience
- Strong Excel and SQL skills
- Knowledge of Bloomberg and Reuters is required
- Knowledge of Murex is a plus

This is a fantastic opportunity for an individual looking to work in a varied role at a successful hedge fund renowned for its cutting edge approach to Finance. Working on a number of different projects you can make an instant impact as the sole pricing analyst in London to this global fund. Furthermore, my client offers exceptional benefits and a highly competitive compensation package.