Pricing Direct Derivatives Valuation Analyst

The Pricing Direct Derivatives Valuation Analyst is an exciting opportunity for someone who is highly motivated to work in an innovation-focused team and to contribute to our Corporate & Investment Bank business.

As a Pricing Direct Securities Valuation Analyst on the Derivatives team, you will join a revenue-generating team that provides independent pricing and analytics for 2.8 million fixed income and derivative instruments, utilizing real-time market intelligence from buy-side and sell-side market participants.

This role will play a crucial role in providing accurate and insightful valuations, which are essential for our clients' investment decisions and risk management strategies.

Job Responsibilities:


* Generate daily valuations of derivative securities for multiple market closes, entailing start-to-end responsibilities.

This includes market data collection and analysis, price generation, quality control, and client interaction.


* Continuously improve product and service quality through daily market surveillance, communication with market makers, perform data and financial analysis, enhancing process controls, and ensuring data quality.


* Collaborate with trading desks, market participants, and research teams to enhance market knowledge and understanding of market pricing.


* Address all client concerns daily with an emphasis on providing first-class service and quality, whether via emails, calls, or in-person meetings.


* Perform in-depth analysis on an individual security or portfolio of securities and explain findings to clients.


* Develop and maintain financial modeling tools by utilizing advanced quantitative techniques such as Python.


* Explore new areas of product growth with a focus on autonomously developing innovative ideas and solutions.

Required Qualifications, Capabilities, and Skills:


* Bachelor's degree or higher in Financial Engineering, Mathematics, Computer Science, Finance, Economics or similar.


* Firm understanding of the principles of finance, business operations, derivative products, option pricing and statistical modeling.


* Strong software development skills in Python and Excel VBA with high aptitude for learning new technologies.


* Ability to collect and analyze large amounts of market information, extract its essence, and incorporate the findings into valuation models and processes.


* Clear, logical thinker with strong quantitative abilities.


* Ability to thrive in a fast-paced environment of real-time market pressures, remaining focused on client needs.


* Excellent communication skills to interact with clients, portfolio managers, traders, research, and sales.

Preferred Qualifications, Capabilities, and Skills:


* Detailed oriented, creative problem solver with ability to learn quickly, multi-task, and self-manage priorities.


* Ability to build effective working relationships and interact comfortably with a wide spectrum of traders...