London/NYC: Portfolio Valuations (FX, EQ, Commodities)
Locations: LONDON OR NYC
Department overview:
The Portfolio Valuations department 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
The Portfolio Valuations department is looking for 2/3 talented and motivated individuals to work within its EQ Product team + the FX, commodities product team - 2 separate but highly interactive teams. This role will involve the maintenance, expansion and promotion of EQ + FX and commodity derivative valuation capabilities. Responsibilities would include collection and monitoring of market data, development of pricing models, and communication of methodology to clients. The role will require working with external and internal groups including clients, quants, developers and operational analysts.
Duties accountabilities
- Working on the quantitative, analytical and technological development of either EQ FX and/or commodity valuation capabilities
- Provide on-going communication to our clients on any issues relating to EQ, FX, commodity derivative valuations including coordination of client trials, addressing queries and price challenges, and any other general support.
- Enhancing existing models or specifying / building / testing models to support new asset classes within the product.
- Ensure the quality and reliability of market data inputs and calibrations for the pricing of all instruments within EQ, FX and/or commodity derivatives
- Working closely with other product groups and the global sales team in order to participate in driving the business and identifying product opportunities.
Education and experience
- Undergraduate or Master’s degree in a financial or quantitative discipline preferred
- Ideally 3-7 years proven in-depth experience in EQ, commodity or FX derivatives market with some direct experience in structuring / trading / valuations.
- Strong analytical and problem solving skills
- Proficiency in Excel, VBA, XML and SQL.
Commercial awareness
- Understanding of EQ, commodity or FX markets including participants, conventions, operations and commercials
- Knowledge of global regulatory requirements would be useful
Personal
- Must be detail-oriented, thorough and able to use one’s own initiative to solve problems
- Strong skills required to be able to communicate effectively with external clients and across business units within the company.
- Ability to function in a collaborative setting with other roles such as operational analysts and developers
Please apply into the Quantexotic Link (below). See the Selby Jennings website for other Quantitative and Risk opportunities.
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