Product Valuations
Responsibilities will 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.
- Working on the quantitative, analytical and technological development of derivative valuation capabilities
- Provide on-going communication to our clients on any issues relating to 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 the varying derivatives areas
- Working closely with other product groups and the global sales team in order to participate in driving the business and identifying product opportunities.
Requirements:
- Undergraduate or Master’s degree in a financial or quantitative discipline preferred
- Proven experience in the derivatives market with some direct experience in structuring / trading / valuations.
- Strong analytical and problem solving skills
- Proficiency in Excel, VBA, XML and SQL
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