Senior Market Analyst, Derivatives
Core
Lead end-to-end production and delivery of derivatives valuation and analytics products for clients across the Americas.
Role type
Senior Associate market analyst (derivatives)
Builds
Derivatives pricing data and analytics products
Domain
Financial markets / Derivatives
Deliverable
production ML models | product features
Required skills
Derivatives pricing and valuation concepts, Python programming, Quantitative analytics, Requirements capture
Preferred skills
Quantitative research experience, Experience with complex derivatives (Dispersion Swaps, Volatility Swaps, Hybrid Products)
Technologies
Python
Responsibilities
Lead end-to-end production cycle including quality checks and client deliveries, Support pricing and valuation activities for vanilla and complex derivatives, Capture and document requirements for derivatives products, Handle client pricing workflows, Serve as key contact for client communications, Support development and implementation of quantitative models
Seniority
Senior Associate
