Fixed Income Pricing Analyst
Milano, Lombardia, Italia
-Computation of bonds’ fair and prudent value (IFRS 9);-Computation/Analysis of OCI Reserve for generating trading ideas;-Implementation/Improvement of models/tools for pricing purposes;-Optimisation of processes through macros, Matlab tools, queries and new processes;-Secondary market controls on certificates and bonds; -Analysis of main risk factors affecting fixed income products (bonds, loans and securitisations); -Macroeconomic Research to be shared with the team or… Show more -Computation of bonds’ fair and prudent value (IFRS 9);-Computation/Analysis of OCI Reserve for generating trading ideas;-Implementation/Improvement of models/tools for pricing purposes;-Optimisation of processes through macros, Matlab tools, queries and new processes;-Secondary market controls on certificates and bonds; -Analysis of main risk factors affecting fixed income products (bonds, loans and securitisations); -Macroeconomic Research to be shared with the team or with the management. Show less