Cross-asset Pricing Manager | Chicago & NY
The immediate focus of this role will be the daily pricing of cleared OTC products such as Interest Rate Swaps, Credit Default Swaps, FX, and Swaptions. The team are very young, dynamic and have a very fluid work environment where you can progress very quickly. The role focuses on development of the pricing capabilities in a client-interfacing role, rather than maintenance, so you can really see your contribution realised in this company.
Qualifications:
•Good knowledge of derivatives and fixed income securities. Ideally CDS and IR products is a focus. Commodities experience would also be advantageous.
•Minimum 3+ years of directly relevant experience i.e. valuing IRS, CDS, FX, and Swaptions.
•Strong quant educational background - MSc/PhD ideal
•Comprehensive understanding of interest rate curve construction, dual curve pricing, CDS pricing (upfront, par, quote spreads), and volatility surface.
•Hands-on development skills and ability to assist in the development, testing, and implementation of new models and new products.
•Experience with Reuters and Bloomberg API.
•Strong Excel, VBA skills (additional understanding of MATLAB, Java, or C++ preferred).
•Strong communication skills including strong presentation skills.
•Ability to work in a fast-paced environment and collaborate with several business areas across the organization.
Please apply into the Quantexotic link below.
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