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Valuations Analyst, OTC Derivatives

Responsibilities:

Perform independent valuation of OTC derivatives using approved in house or external valuation models or through independent vendors
Evaluate the integrity of vendor supplied pricing data against market movements and alternative sources
Resolve price challenges by validating market data and reviewing pricing models
Input and maintain information on various valuation systems / databases.
Assist in projects on valuation process improvement.
Interact with senior management and co-ordinate with Fund Accounting, Middle Office and various functional teams

Requirements:

Bachelor’s degree in Quantitative Finance, Statistics or other quantitative subjects
2 – 5 years financial marketsexperience
Basic understanding ofOTC derivatives and asset pricing methodologies
CFA/FRM qualification will be an advantage
Experience with Bloomberg, Markit and/or SuperDerivatives (ICE) is beneficial
Proficiencyin Excel - programming experience in VBA is a plus
Solid communication and problem-solving skills
Ability to work withtight deadlines.