As a Pricing Direct Evaluator - Associate/Analyst, within the Pricing Direct Derivatives Valuation team, you will join a revenue-generating team that provides independent pricing and analytics for 2.8 million fixed income and derivative instruments, utilizing real-time market intelligence from buy-side and sell-side market participants. You will play a crucial role in providing accurate and insightful valuations, which are essential for our clients' investment decisions and risk management strategies.
Job responsibilities
- Generate daily valuations of interest rate, FX, equity and credit derivatives. This includes market data collection and analysis, price generation, quality control, and client interaction.
- Improve product and service quality through daily market surveillance, communication with market makers, perform data and financial analysis, enhancing process controls, and ensuring data quality.
- Collaborate with trading desks, market participants, and research teams to enhance market knowledge and understanding of market pricing.
- Address all client concerns daily with an emphasis on providing first-class service and quality, whether via emails, calls, or in-person meetings.
- Perform in-depth analysis on an individual security or portfolio of securities and explain findings to clients.
- Develop and maintain financial modeling tools by utilizing advanced quantitative techniques
- Explore new areas of product growth with a focus on autonomously developing innovative ideas and solutions.
- Use programmatic solutions to improve processes that can increase accuracy, detect anomalies or shorten client query turnaround time.
Required qualifications, capabilities, and skills
- Firm understanding of the principles of finance, business operations, derivative products, option pricing and statistical modeling.
- Strong programming skills in Python and Excel VBA with high aptitude for learning new technologies.
- Ability to collect and analyze large amounts of market information, extract its essence, and incorporate the findings into valuation models and processes.
- Clear, logical thinker with strong quantitative abilities.
- Ability to thrive in a fast-paced environment of real-time market pressures, remaining focused on client needs.
- Excellent communication skills to interact with clients, portfolio managers, traders, research, and sales.
Preferred qualifications, capabilities, and skills
- Detailed oriented, creative problem solver with ability to learn quickly, multi-task, and self-manage priorities.
- Ability to build effective working relationships and interact comfortably with a wide spectrum of traders, sales, QR, technology and client.