Operation Analysis Analyst
Core
Provide independent valuations for exotic cash and derivative products, lead on-boarding of customers, and deliver daily/weekly/monthly valuations for client portfolios in the Asia-Pacific region.
Role type
Junior quantitative analyst (valuations) (via careerplan.io/jobs/331940-2-operation-analysis-analyst-at-spgi)
Builds
Independent cash and derivatives valuation models and reports
Domain
Financial services / Derivatives pricing
Deliverable
production ML models
Required skills
Financial derivatives valuation, Structured derivative models, Python/SQL/VBA, Client account management, Regional business planning, Price challenge resolution
Preferred skills
CFA/FRM, Experience in structured derivatives markets (trading, quant, sales structuring, risk analysis, model validation, product control, collateral, valuations analysis)
Responsibilities
Perform regular daily valuations for client portfolios and address price challenges; Drive development and implementation of regional valuations business plan; Implement prototype pricing models and test production valuation models for non-standard instruments; Provide responses to complex quantitative queries about data and valuation products
Seniority
Entry Professional (1-2 years experience)