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Product Analyst, Portfolio Valuations

Product Analyst, Portfolio Valuations

  • location

    London

  • sector:

    Financial Services, Quant

  • job type:

    Permanent

  • Contact:

    Edward Tooze

  • Contact email:

    edward.tooze@orbisconsultants.com

  • job ref:

    2166

  • published:

    6 months ago

  • expiry date:

    2018-01-03

  • Client:

    #

My client is looking for a motivated individual with strong analytical skills to work within its interest rate and inflation derivatives product team. The successful candidate will be responsible for the maintenance, development and calibration of pricing models for inflation and interest rate derivatives, pricing new exotic instrument types on the request of existing and prospective clients and providing technical expertise internally and externally on these asset classes


Duties & accountabilities

  • Working on the quantitative, analytical and technological development of exotic interest rate and inflation derivative valuation capabilities
  • Providing on-going communication to clients on any issues relating to exotic interest rate and inflation derivative valuations including the co-ordination of complex client trials and addressing non-standard queries and price challenges
  • Enhancing existing pricing models or specifying / building / testing / calibrating pricing models to support new products within these asset classes
  • Ensuring the quality and reliability of market data inputs and calibrations for the pricing of the derivative instrument types within these asset classes
  • Working closely with other product groups and the global sales team in order to participate in driving the business and identifying product opportunities