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.

June 24, 2013 • Tags:  • Posted in: Financial

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