Senior Valuations and Pricing Analyst
You will be responsible for the daily pricing of OTC products such as Interest Rate Swaps, Credit Default Swaps, FX, and Swaptions and be involved with interest rate curve construction, working closely with vendors, configuring pricing systems, assisting in the development, testing, and implementation of new models and new products.
Qualifications:
Ideal candidate will have a broad knowledge of derivatives and fixed income securities.
Extensive experience valuing IRS, CDS, FX, and Swaptions.
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.
Experience with Reuters / Bloomberg API.
Strong VBA skills
Strong communication skills including strong presentation skills.
Empiric Solutions is acting as an Employment Agency in relation to this vacancy.
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