Perform securities valuation or pricing.

I’m ready to submit the fixed-income pricing sheet to the commercial analyst for review. Send the valuation workbook to Rohan in fixed income and then to Jenna, the branch manager, for approval, with a Wednesday deadline—first confirm that every security has a valuation date, yield input, and whether the price is market or model-derived.

Before it goes to Rohan’s desk, make the securities valuation sheet easy to approve: surface the headline price and yield for each bond, show whether price is from market data or model, produce a one-line sensitivity to a 25bp move, and flag any securities priced by interpolation so traders can question outliers quickly.

I priced a corporate bond and its spread to the sovereign curve is negative. Traders say that’s unlikely. I don’t know if my curve construction is wrong, the bond’s coupon treatment is inconsistent, or market data for that bond is stale. I need the most likely diagnosis and the next steps to check and correct the price quickly without breaking other securities’ valuations.

We keep sending valuations back because certain bonds consistently get repriced after Rohan reviews them. It slows close and erodes trust that models are stable. Where are we most likely losing accuracy—data sourcing, curve conventions, or manual overrides—and what routine should we change so most reprices are caught before distribution?