Investment Pricing Control Analyst

You will be a part of high performing and friendly team of six. Our team is relatively new in Bratislava location and is still growing. Part of the Asset Management Finance team that you will work closely with, is located in New York and London.

We look for candidate who enjoys working in dynamic environment, is proactive self-learner, with friendly personality who will be a great fit for our team. Candidate should have an interest in financial markets and enjoy working with various IT systems. The candidate has to be able to work under pressure and have an outstanding eye for detail. We are looking for experienced person but will also consider a graduate.

The Pricing Control Analyst is working within the Pricing Team of the Asset Management Finance group, to source, check and report on pricing for Swiss Re investment products, primarily government, corporate and structured bonds, equity products and derivatives.
The incumbent will be responsible for input and review of daily prices of above products from key sources in the system and prepare pricing reports. The candidate has to be able to analyze large sets of data in Excel and have an outstanding attention to detail.
The candidate should have good written and oral communication skills in English, as the work requires communication with other departments within Swiss Re as well as communication with external pricing vendors.
The candidate will analyze financial instruments such as bonds, equities, alternative investments and financial derivatives, therefore, knowledge of the instruments and the pricing of these products is highly advantageous.

• Review daily prices of Fixed Income, Equity and Derivative inventory from various sources: pricing services, brokers, Bloomberg, and portfolio managers. Investigate discrepancies. Determine updates if required and make corrections to the primary pricing system and other systems
• Ensure accurate and consistent prices are reflected in both trading and accounting systems
• Interact with Product Control, Risk Management, Finance Operations, portfolio managers and external pricing vendors
• Produce and review regular price reports on above. Suggest and implement improvements to existing reports
• Monitor price entry of FX rates, yield curve and futures/options prices into the Murex trading system, etc. Review automation and suggest process changes as needed
• Implement a robust set of procedural controls around price exception reporting processes - including escalation and aging of exceptions as well as reporting aimed at senior department management to highlight same
• Maintain & distribute AM Finance daily market report
• Review pricing in Markit EDM (primary pricing system), and initiate corrections as required
• Prepare presentations for team management to monitor project progress and present controls
• Maintain Pricing Team control documentation