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Product Analyst

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.