Financial Derivatives Product Analysis & Design

S&P Global Market Intelligence

Not specified (assumed hybrid based on industry standards).
Otc derivatives pricing
Market datasets
Valuation models
S&P Global Market Intelligence is seeking a Financial Derivatives Product Analysis & Design expert to join their Portfolio Valuations team. The ideal candidate will have experience in derivative pricing, quantitative analysis, and programming skills, contributing to the maintenance and enhancement of derivatives market data sets and valuations

Job Summary

  • Perform market data checks, such as vol surface or yield curve checks.
  • Work on projects in Excel, VBA, Python that improve trade processing, calibration sheets, or add bespoke product coverage.
  • Our benefits include: Health & Wellness, Flexible Downtime, Continuous Learning, Invest in Your Future, Family Friendly Perks.

Matching Summary

Match Score: 85

S&P Global Market Intelligence is seeking a Financial Derivatives Product Analysis & Design expert to join their Portfolio Valuations team. The ideal candidate will have experience in derivative pricing, quantitative analysis, and programming skills, contributing to the maintenance and enhancement of derivatives market data sets and valuations.

Skills & Requirements

Must-have

  • OTC derivatives pricing
  • market datasets
  • valuation models
  • Excel, VBA, Python
  • quantitative discipline degree

Nice-to-have

  • high service levels
  • Monte Carlo methods
  • extend knowledge across asset classes
  • curiosity and shared belief

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

Work Rights

Not specified

Tailored Resume

Cover Letter