Equity Portfolio & Pricing Valuations

Role Title

Equity Portfolio & Pricing Valuations Analyst

Location

London

Job Overview

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.

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