Quantitative Derivatives Valuations Analyst
Our client has an opening for a Derivatives Valuation Analyst.
The immediate focus of this role will be the daily pricing of OTC products such as Interest Rate Swaps, Credit Default Swaps, FX, and Swaptions.
Qualifications:
*Ideal candidate will have a broad knowledge of derivatives and fixed income securities.
*Direct experience valuing IRS, CDS, FX, and Swaptions.
*Candidate must have an advanced degree (MSc) and Math/Finance background.
*Comprehensive understanding of interest rate curve construction
*Hands-on development skills and ability to assist in the development, testing, and implementation of new models and new products.
*Strong VBA skills (MATLAB, Java, or C++ preferred).
*Strong communication skills including strong presentation skills.
Empiric Solutions is acting as an Employment Agency in relation to this vacancy.
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