Equity Portfolio Pricing & Valuations.

Equity Portfolio Pricing & Valuations

Role Title: Equity Portfolio Pricing & Valuations
Location:London

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.

Job Responsibilities

Pricing & Daily P&L: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.

P&L Explanation & Attribution: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, finan...