Market Data Analyst – Valuations, Cross-Asset Portfolios
JOB DESCRIPTION
We are working with a financial services portfolio valuations team, looking for entry-junior level market data analyst. This team provides independent portfolio valuation services to buy-side clients. We are looking for candidates who have a cross-asset exposure (equities, fixed income, rates, currencies, commodities, vanilla and exotic derivatives).
Location: New York, USA
Responsibilities:
- Perform market data analysis and valuations and supporting development and modification of analytical valuation tools
- Collaborate with internal and external data providers to evaluate their data quality and implement integration of data feeds into market data platforms
- Assess maintenance of tools and working with tech team to automate processes
- Review market data quality and consistency of market data objects
- Implement new configurations and changes to the platforms
- Communicate with tech team on business requirements and requests by clients
Requirements:
- Minimum MS in quant discipline (mathematics, statistics, engineering, computer science, etc)
- Minimum1-3+ years industry experience in market data analysis for traded financial products
- Must have solid understanding of derivative pricing theory, valuation methodologies, etc
- Experience in data analysis and manipulation
- Knowledge of cross-asset products and data objects (EQ, FICC, derivatives, yield curves, volatility surfaces, etc)
- Experience with development and maintenance of valuation tools and models using Excel/ VBA.
- Excellent communication skills (written and verbal)
- Computer skills: Excel, VBA, SQL
In Return:
- A huge opportunity to lead a team in a leading quantitative team in a top banking institution
- Very analytical and quantitative exposure
- Excellent opportunity for leadership role in mentoring junior members and leading as team’s senior quant
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key words: Valuations, market data, financial instruments, equities, fixed income, ficc, fx, currencies, interest rates, data analysis, data vendors, data providers, data platforms, derivatives, vanilla, exotic,, Excel, VBA, New York City, USA
APPLY | risk.americas@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
Search Consultant: Kasey Churchill
Contact Telephone Number: 310-807-5030
Linked In: http://www.linkedin.com/e/vgh/1615777
Website: www.G-Q-R.com
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.
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