Senior Valuation Analyst
Position Description:
CME Group is the leading exchange and clearing house for listed products. In its unique position as the most diverse clearing house, it is in the forefront of the clearing of OTC products, which is mandated by the financial reform.
CME group has an immediate opening for a Senior Valuation Analyst for cleared OTC products. The immediate focus of this role will be the daily pricing of cleared 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.
- Minimum 3 years of 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, dual curve pricing, CDS pricing (upfront, par, quote spreads), and volatility surface.
- Ability to work closely with vendors, configure pricing systems, troubleshoot and timely resolve system issues.
- Hands-on development skills and ability to assist in the development, testing, and implementation of new models and new products.
- Ability to put in place reconciliation processes and automate manual practices.
- Experience with Reuters and Bloomberg API.
- Strong VBA skills (MATLAB, Java, or C++ preferred).
- Experience with databases, data quality, cleansing processes, and file transmission (SFTP).
- Experience working with senior management requiring consensus-building.
- Strong communication skills including strong presentation skills.
- Ability to work in a fast-paced environment and collaborate with several business areas across the organization.
See Job Description
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