25881-Pricing & Valuation Analyst

Chicago, IL 60606

Posted: 02/25/2022 Industry: Other Job Number: 37354

Job Description


Pricing & Valuation Analyst

#25881

 

Location: CHICAGO, IL

Duration: 12 Months+

 

 

Job Responsibilities:
  • The Pricing and Valuation Analyst leads the daily OTC settlement process and focus on certain OTC products, including IRS, FX, CDS and swaption.
  • The incumbent also takes an independent role in at least one of the research projects, such as, data mining, new product launching, settlement system design and calibration etc.
  • They will work with the operation team to help client understand the OTC pricing and valuation.

 

Principal Accountabilities:
  • Addresses client pricing inquiry
  • Leads Daily OTC Settlement
  • Participates independently in research projects

 

Requirements:
  • Bachelors Degree: Math Finance, Applied Mathematics, or Financial Engineering
  • 1 to 3+ Years Relevant Experience
  • C#/C++, Matlab, SQL

 

 

 

Job Requirements

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Alaina Fisher

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