Derivative Valuation Analyst
Core
Manage daily pricing operations for complex OTC derivatives by validating models, investigating data anomalies, and ensuring accurate valuation data for investment teams.
Role type
Derivative Valuation Analyst (Middle Office Operations)
Builds
Daily pricing data and valuation integrity for OTC products
Domain
Financial Services / Quantitative Finance / OTC Derivatives
Deliverable
production ML models | dashboards & analysis
Required skills
Advanced Excel, Data Validation, Root-cause Analysis, Regulatory Compliance, Market Data Investigation, Python/VBA (preferred), Bloomberg/ICE IPA/Calypso/SIM Corp (preferred)
Preferred skills
Python, VBA, Bloomberg, ICE IPA, Calypso, SIM Corp
Responsibilities
Validate pricing models across OTC products and resolve discrepancies; Investigate data anomalies and provide explanations to stakeholders; Track market events and regulatory shifts to maintain internal controls; Compare data with secondary pricing sources and external vendors; Automate repetitive tasks using Python or VBA; Model and validate new OTC markets, vendors, and instruments.
Seniority
Junior to Mid-level, hands-on IC
