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Product Analyst

Product Analyst

  • location

    London

  • sector:

    Financial Services, Quant

  • job type:

    Permanent

  • Contact:

    Edward Tooze

  • Contact email:

    edward.tooze@orbisconsultants.com

  • job ref:

    2165

  • published:

    12 months ago

  • expiry date:

    2018-01-03

  • Client:

    #

My client is looking for a quantitative, commercially minded, enthusiastic individual with experience in vanilla and structured credit derivatives valuations.

  • Working on the valuation, quantitative, analytical and technology development work for the credit derivatives product.

 

  • Communicating with clients in order to confirm trade details, co-ordinate client trials, address queries and price challenges, ensure accuracy of results in addition to providing general support on derivative valuations.

 

  • Ensuring accuracy and consistency of market data and models used for valuation of all asset types within credit derivatives.

 

  • Enhancing existing models or specifying / building / testing models to support new asset classes within the product.

 

  • Calibrating and validating the model for exotic credit derivative instruments to observable data.

 

  • Working closely with other product groups and the global sales team in order to participate in driving the business and identifying product opportunities.