This position is no longer open for applications

We are assisting our client in their search for a Derivatives Analyst. Responsibilities include work closely within Investment Data and Derivative Services and investment personnel to develop sound workflows and validations of derivative data; execute daily validation procedures, ensuring the integrity and consistency of various market curves and other data inputs; load derivative valuations to firm’s pricing engine and review exceptions; reconcile derivative valuations with counterparty valuations to explain differences and support OTC collateral function; timely, accurate, and thorough support of internal clients’ complex and routine derivative valuation related inquiries; interact with Trading to resolve related pricing model and market data issues, including yield curves, credit curves, and volatility surfaces; assist manager, team and IS in the development of additional utilities needed to automate, control, validate and research data issues; and work with team members on intra-departmental initiatives. The ideal candidate will have a college degree and three to five years of industry experience; strong understanding of swaps, options and other OTC derivatives - 2 years experience specifically related to derivatives and derivative curve structures; familiarity with standard valuation models and sources of data for a range of OTC derivatives; exhibit a proactive nature and approach to learning, problem identification and resolution; desire to succeed and the ability to self-motivate; strong organizational, prioritization and multi-tasking skills; ability to think and act independently and thrive in a fast-pace work environment; thoroughness, attention to detail and strong problem solving skills; be a quick learner with ability to apply business and industry knowledge; and have good written, oral, and interpersonal skills.