Financial Derivatives Product Analysis & Design

GOCal

Toronto, Canada
Derivative pricing
Market datasets
Otc derivatives
Perform market data checks, such as vol surface or yield curve checks

Job Summary

  • Perform market data checks, such as vol surface or yield curve checks.
  • Contribute to the design, testing, and enhancement of S&P Global valuation models.
  • Our benefits include Health & Wellness, Flexible Downtime, Continuous Learning, Invest in Your Future, and Family Friendly Perks.

Matching Summary

Perform market data checks, such as vol surface or yield curve checks.

Skills & Requirements

Must-have

  • Derivative pricing
  • Market datasets
  • OTC derivatives
  • Portfolio Valuations
  • Market data checks

Nice-to-have

  • High service levels
  • Curiosity and discovery
  • Collaboration and partnership
  • Continuous learning

Key Requirements

  • 3-5 years relevant practical experience
  • Good degree in a quantitative discipline
  • Good understanding of OTC derivatives
  • General understanding of financial markets
  • Programming experience in SQL, Python, VBA
  • Good understanding of market and reference datasets

Work Rights

Not specified

Tailored Resume

Cover Letter