OTC Derivatives Analyst
Core
Independent post-trade valuation service for buy-side institutions covering vanilla and exotic OTC derivatives, cash instruments, and structured notes across all asset classes.
Role type
Senior IC OTC derivatives analyst (valuation & client services)
Builds
Daily high-quality OTC derivative data and consensus pricing matrices for buy-side and sell-side clients
Domain
Financial services / OTC derivatives
Deliverable
production ML models | dashboards & analysis
Required skills
OTC derivatives knowledge, client relationship management, data quality control, system design/testing, data cleaning/automation
Preferred skills
Quantitative degree, SQL/Python programming, market/reference dataset expertise
Responsibilities
Organize and run daily/monthly valuation processes for clients, resolve complex price challenges, build and maintain client relationships, contribute to valuation system design and testing, ensure data capture and cleaning processes are automated
Seniority
Mid-level, hands-on IC