A global macro hedge fund is looking to make additions to their growing product control / Valuations function. The firm offers a highly collaborative environment, close interaction with senior portfolio managers, and genuine progression for strong performers, including the opportunity to broaden product coverage and take on more ownership of valuation and P&L processes over time. This hire forms part of a strategic expansion and offers hands-on involvement in a high-growth environment.

This role works at the core of the fund’s portfolio valuation and P&L process. The successful candidate will partner closely with Portfolio Management, Risk, Quant and Operations to validate pricing, explain P&L, and support the build‑out of scalable tools and processes across multiple asset classes, with a particular focus on rates and derivatives.

Key responsibilities:

• Perform daily and monthly valuation control across a range of derivative and fixed income products, with particular focus on interest rate derivatives.
• Own the Independent Price Verification (IPV) process across relevant asset classes, leveraging external pricing sources and valuation tools where appropriate.
• Review and challenge valuations produced by external administrators, ensuring alignment with internal pricing policies and market data.
• Analyse and explain P&L, including investigating drivers, pricing differences and booking issues in coordination with Portfolio Management and Operations.
• Review curve construction and market data inputs in partnership with quantitative and risk teams, ensuring consistency of discount curves, forward curves and volatility surfaces.
• Prepare and present valuation‑related analysis and commentary to senior stakeholders across the firm.
• Contribute to the enhancement of valuation and P&L infrastructure, including process automation and implementation of new tools and technologies.

What they are looking for:

• 3+ years of experience in product control, valuations or middle office within a financial institution (buy-side experience is preferred).
• Solid knowledge of derivative and fixed income products, with strong exposure to interest rate derivatives; broader asset class familiarity is beneficial.
• Strong understanding of curve construction (discounting and forwards) and IR / FX volatility surface concepts across multiple currencies.
• Advanced Excel skills; familiarity with Python, VBA or data visualisation tools is a plus.
• Detail‑oriented, intellectually curious and comfortable challenging existing processes in a constructive way.
• Strong communication skills and the ability to work effectively with senior stakeholders in a fast‑paced trading environment
• Familiarity / experience working with Orchestrade is advantageous.

This fund is looking to hire best-in-class talent, and as such will offer a competitive pay package.