Derivatives Pricing & Valuations Analyst

  • GBP40000 - GBP50000 per annum
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Charles Levick
  • 23 nov. 17 2017-11-23

My client a leading Financial Services provider are looking for an experienced Valuations & Pricing Analyst with strong pricing theory and product expertise across both OTC & Listed Derivatives.

My client, a leading financial services institution, are looking for a Senior Associate who will assist with the pricing validation for derivative and security OTC instruments, as well as listed instruments. The successful candidate will perform existing processes as well as testing newly developed models. In addition, they will manage the daily, month and quarterly tasks for assigned clients in a timely manner, escalating where necessary to management or the client.


* Daily price validation for OTC derivative (cross asset class) instruments using existing processes and testing of newly developed models.
* Price validation of a variety of securities using multiple pricing sources, e.g. corporate bonds and listed securities.
* Leadership of new ideas and initiatives to improve performance and controls around valuation and pricing within the team.
* Review monthly valuation reconciliations to determine fair value of portfolio for inclusion in published NAV and downstream systems.
* To work to the agreed client deadlines and manage expectations accordingly
* Work with global counterparts (Trade Capture, Fund Accounting, OTC Reconciliations and Vendor teams)
* Work with individuals on maintaining and building relationships with Prime Brokers, Counterparties and Clients.
* To be a resource for and provide input to projects impacting the valuations business and requiring OTC derivative pricing expertise.
* Work with the business to develop existing data attributes to support new business requirements, including process re-engineering.

Experience, Skills & Qualifications:

Skills and Knowledge
* Masters in Finance or equivalent professional qualification essential
* Good understanding of various type of derivative products and trade life cycle events
* Good communication skills - the role is client facing and requires skill in dealing with multiple stakeholders within and outside the firm.
* Understanding of applied mathematics in derivative products preferable
* Organisational skills with drive and ambition to see projects and daily tasks through.
* Ability to perform investigations of quantitative models and pricing discrepancies working knowledge of Bloomberg, Thomson Reuters.
* IT - must have strong experience on MS Excel. VBA skills useful but not essential
* Highly motivated self-starter, attention to detail, team player, good interpersonal skill essential with positive and professional attitude.


* Previous experience with OTC derivatives valuation is essential, exposure to a wider product based such as OTC securities and listed securities is desirable.
* Financial background - ideally from IB, broker, trading company, hedge fund, small investment firm or financial consulting firm.