FINANCIAL SERVICES RECRUITMENT

LONDON | NEW YORK

JOB SUMMARY

AVP, Product Analyst - Credit Derivatives

My client is a leading global diversified provider of financial information services. They are looking to recruit a quantitative, commercially minded, enthusiastic individual with experience in vanilla and structured credit derivatives valuations.

JOB TEXT

My client is a leading global diversified provider of financial information services. They are looking to recruit a quantitative, commercially minded, enthusiastic individual with experience in vanilla and structured credit derivatives valuations.

Department Overview:

The Valuations team provides an independent, post-trade valuation service to buy-side institutions globally, covering vanilla and exotic derivatives, cash instruments and structured notes across all asset classes. The service also offers clients the ability to receive an aggregated set of counterparty marks for their trades.

Responsibilities:

* Working on the valuation, quantitative, analytical and technology development work for the credit derivatives product.
* Communicating with clients in order to confirm trade details, co-ordinate client trials, address queries and price challenges, ensure accuracy of results in addition to providing general support on derivative valuations.
* Ensuring accuracy and consistency of market data and models used for valuation of all asset types within credit derivatives.
* Enhancing existing models or specifying / building / testing models to support new asset classes within the product.
* Calibrating and validating the model for exotic credit derivative instruments to observable data.
* Working closely with other product groups and the global sales team in order to participate in driving the business and identifying product opportunities.

Skills & Experience:

* Masters or equivalent in a mathematical or a quantitative discipline.
* Proven experience in the derivatives market with some direct experience in credit derivatives structuring / trading / valuations
* Proven experience within a Credit Dervatives Pricing capacity.
* Experience with Excel VBA and programming in any language.
* Understanding of the commercial, technical and quantitative factors impacting the trading and pricing of derivative products.

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  • GBP40000 - GBP50000 per annum
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Charles Levick
  • 15 janv. 18