25881-Pricing & Valuation Analyst
Chicago, IL 60606 US
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