Financial Derivatives Product Analysis & Design

S&P Global Market Intelligence

Not specified in the job description.
Otc derivatives knowledge
Market data sets
Valuation models
S&P Global Market Intelligence is seeking a Financial Derivatives Product Analysis & Design professional with experience in derivative pricing and market datasets. The role focuses on ensuring the accuracy of valuations and involves programming tasks using Excel, VBA, and Python

Job Summary

  • We are looking for a talented and enthusiastic individual with experience in derivative pricing and the related market datasets to be part of a team of analysts that supports the creation, maintenance and delivery of derivatives market data sets and valuations.
  • Perform market data checks, such as vol surface or yield curve checks. Handle complex price challenges and resolve them to the satisfaction of the client, compare prices with vanilla instruments and confirm the accuracy of our pricing models.
  • Our benefits include Health & Wellness, Flexible Downtime, Continuous Learning, Invest in Your Future, and Family Friendly Perks.

Matching Summary

Match Score: 85

S&P Global Market Intelligence is seeking a Financial Derivatives Product Analysis & Design professional with experience in derivative pricing and market datasets. The role focuses on ensuring the accuracy of valuations and involves programming tasks using Excel, VBA, and Python.

Skills & Requirements

Must-have

  • OTC derivatives knowledge
  • market data sets
  • valuation models
  • price challenges resolution
  • booking checks
  • coverage checks

Nice-to-have

  • client satisfaction
  • curiosity and shared belief
  • collaboration and partnership
  • high service levels

Key Requirements

  • 3-5 years relevant practical experience
  • Good degree in a quantitative discipline
  • Programming experience in SQL, Python, VBA
  • Knowledge of market and reference datasets
  • Knowledge of Monte Carlo methods

Work Rights

Not specified

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