Associate, Derivatives Valuation Analyst, Portfolio Valuations recruitment

Reporting to

Team Lead

Company overview

Markit is a leading, global financial information services company with over 2,300 employees.  The company provides independent data, valuations and trade processing across all asset classes in order to enhance transparency, reduce risk and improve operational efficiency.  Its client base includes the most significant institutional participants in the financial marketplace. 

Department

Portfolio Valuations

Department overview

Markit Portfolio Valuations provides an independent, post-trade valuation service to buy-side institutions globally, covering vanilla and exotic derivatives, cash instruments and structured notes across all asset classes. The service also offers clients the ability to receive an aggregated set of counterparty marks for their trades.

Position summary

Derivative Valuation Analyst. This individual will build a body of knowledge in the primary derivative asset classes to support the daily processing of derivative (and cash) positions submitted by clients. Particular emphasis on price challenges and decomposition of derivative results. The analyst will work with clients during the initial on boarding phase through production. Analysts will also undertake various data capture and review procedures in support of the global valuation business.

Duties accountabilities

We are looking for a talented and enthusiastic graduate to work on:

• Running regular valuations for clients and discussing price challenges.

• Client relationship management, with a view to building volume on selected accounts

• Running, refining and automating data capture and cleaning processes

Business competencies

Education and experience

• Degree in a quantitative discipline or equivalent

• Experience with Excel and VBA

Desirable:

• Other programming experience in any language e.g. SQL

• Work experience (including internships) in financial markets

• Consultancy or advisory experience

Fluent in French or German is advantageous.

Commercial awareness

Must have general interest in financial markets, and be keen to

expand knowledge of derivatives

Management requirements

N/A

Personal competencies

Personal impact

• Must be detail-oriented, thorough and able to use own initiative to solve problems.

Communication

• Strong skills required to be able to communicate effectively with external clients and across business units within the company.

Teamwork

• Must be able to work well in a team environment.