About the role
Key ResponsibilitiesInput Data Management• Generate and maintain daily valuations for fixed income securities across multiple market closes, including end-to-end responsibility for market data collection, analysis, price generation, validation, and quality control. • Enhance and maintain valuation methodologies, pricing models, and automated processes to improve valuation accuracy, scalability, and efficiency. • Analyse large volumes of market data and translate market insights into valuation models, pricing matrices, and analytical frameworks. • Support the valuation of Corporate Bonds, Government Bonds and other fixed income securities.• Investigate and resolve pricing exceptions, valuation challenges, and data quality issues affecting client valuations and downstream analytics. • Collaborate with Product, Quantitative Research, Engineering, and Data Operations teams to improve valuation infrastructure, analytics, and workflow automation. • Engage directly with clients through email, calls, and meetings to explain valuation methodologies, resolve pricing enquiries, and deliver excellent client service. • Monitor market developments, regulatory changes, and industry best practices to ensure valuation approaches remain robust, transparent, and market aligned. Bond Analytics & Accruals• Oversee calculation and validation of accrued interest across varying day count conventions (30/360, Actual/Actual, Actual/360, etc.) for multiple asset classes• Validate bond analytics including yield-to-maturity/worst/call, duration, convexity, OAS, spread measures, and effective duration for structured products• Partner with quants/pricing teams to validate model outputs against reference data assumptionsGovernance & Stakeholder Management• Serve as SME for reference data issues escalated by trading, risk, operations, and valuation teams• Partner with technology on data architecture, automation, and system enhancements (golden copy, EDM platforms)• Lead/support audits, regulatory data requests, and internal controls testing• Manage and mentor junior reference data analystsRequired Qualifications• Bachelor's degree in Finance, Accounting, Economics, or related field• 7+ years of experience in fixed income reference data, middle office, or valuation support roles• Strong working knowledge of asset classes: Corporate/Government bonds, ABS/CMO (Structured Finance), Municipal bonds, US Agency debt/MBS, and structured products• Demonstrated expertise in accrued interest calculations across day count conventions• Solid understanding of bond analytics: duration, convexity, yield measures, OAS, spread analysis• Hands-on experience with market data vendors (Bloomberg, ICE Data Services, Refinitiv, DTCC, IDC)• Experience with reference/security master data platforms (e.g., GoldenSource, Markit EDM, SimCorp, Bloomberg PORT/AIM)• Advanced Excel; SQL proficiency requiredPreferred Qualifications• Experience with EDM/golden-source data architecture and workflow automation• Familiarity with regulatory reporting requirements (MSRB, SEC) impacting municipal/agency data• CFA, CIPM, or progress toward certification• Prior experience managing a team or leading data governance initiatives