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Fixed Income Pricing & Valuations Lead (Investment Firm)

The Edge Partnership Singapore
Posted 11 hours ago Permanent S$240k - S$300k

Fixed Income Pricing & Valuations Lead (Investment Firm)

M
Posted by
Michael Durkin
Associate Director - Specialist in recruitment in the Finance and CFO space for Banking & FS

We are currently partnering with a leading alternative investment firm with a well-established presence across Asia Pacific and continued growth plans across the region.

They are looking to hire a Fixed Income Pricing & Valuations Lead into their Asia Pacific team sitting within the Macro business covering Rates, Credit and FX.

This is a front-office-facing pricing and analytics role rather than an independent price verification or valuation control function. The successful candidate will lead a small regional team, providing senior technical expertise on real-time and end-of-day pricing, valuation methodology and PnL integrity, and will work closely with portfolio managers and in-house quants to build and maintain the pricing and analytics infrastructure used directly by the trading desks. The role carries ownership of the regional book of work, including strategic initiatives such as IBOR-RFR transition and technology upgrades, and requires close partnership with Portfolio Managers, Quants, Operations, Valuation Control and Technology across a geographically dispersed desk structure.

This role will be responsible for supporting the following:

  1. Oversee live and end-of-day pricing for fixed income products across the region, working closely with the in-house quant team on the models and tools that underpin it.
  2. Own and continually refine valuation approaches for linear and non-linear derivatives as well as cash instruments, spanning Rates, Credit and FX.
  3. Partner with portfolio managers to assess and select the most reliable market data inputs feeding the desk’s pricing and analytics tools.
  4. Act as the go-to technical authority for explaining day-one and next-day PnL moves, quickly identifying whether an issue traces back to market data or model behaviour.
  5. Take ownership of complex pricing and PnL issues from investigation through to resolution, comfortable challenging portfolio managers’ assumptions where needed while maintaining strong working relationships.
  6. Play a key role in assessing and onboarding new products, making sure pricing models and downstream PnL/risk processes are ready ahead of go-live.
  7. Bring deep technical input to complex valuation topics such as curve build methodology, swap pricing mechanics and the accuracy of intraday marks.
  8. Drive the regional valuations agenda, including major initiatives such as benchmark rate transition, technology/system upgrades and ongoing methodology improvements.
  9. Lead and develop a small, geographically-spread valuations team, building their product knowledge and technical capability over time.

To be eligible for this role you will require:

  1. Extensive experience as a front-office desk strategist, desk quant, or in a pricing/model methodology role, ideally with some model validation exposure and demonstrated comfort operating alongside technical portfolio managers or traders.
  2. Strong understanding of the mathematics and methodology behind pricing and risk models across Rates and FX, with Credit as a secondary asset class.
  3. Proven ability to diagnose PnL and pricing issues, distinguishing between market data and model-driven causes, ideally including exposure to curve construction and total return swap pricing.
  4. Experience managing or mentoring a small team, with the ability to own a regional book of work and coordinate effectively across a wide geographic footprint.
  5. Strong communication and stakeholder management skills, with the ability to partner effectively across Operations, Valuation Control and Technology, as well as with traders and portfolio managers.
  6. Bachelor's degree in Finance, Economics, Computer Science, Engineering or a related quantitative discipline; a master's degree in Financial Engineering or an equivalent discipline is preferred.
  7. Familiarity with Murex or equivalent internal pricing platforms; exposure to industry transitions such as IBOR-RFR is an advantage.

Please contact Michael Durkin - email your cv directly in word format with job reference no. [JOB-16868 to michaeldurkin@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

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EA License : 16S8131

Recruiter License : R2090716

Job ID  JOB - 16868
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