Key Responsibilities

Monitor, maintain and calibrate pricing models Investigate and resolve deviations model variations from market observations Assist with the valuation of esoteric / illiquid assets Prepare documentation to support the pricing evaluation process and enable hand-over between regions Development of pricing models within an application development framework

Skills / Experience

Essential

Proven background in maintaining accurate pricing of financial derivatives  Proven background in pricing at least one asset class  Data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will affect valuations Experience in working within real-time event driven environments (as opposed to daily snapshots) Experience of regular use of terminals such as BBG and Reuters including: Data access via excel/APIs Front-end usage Technical experience of working with data and building data comparisons

Essential Languages:

Python, Java or C++ (Intermediate level on at least one)

Responsibilities
Desirable

Pricing models Electronic Trading Systems & Execution Platforms Execution & Hedging Algorithms Background with multiple asset classes is an advantage

Previous exposure to:

Python or other programming languages advantageous Data access via database experience advantageous Desirable Languages/Technologies: Python, Java, C++, KDB+/Q, C

Personal Attributes

Problem solving:

Proven ability to take complex business requirements and translate these into tangible, workable and commercially smart solutions while leveraging best practice tools and techniques

Analytical:

Ability to understand and respond to complex problems, draw and present the right insight and recommendations effectively Collaborative approach to working as part of a global team Confident communicator Capable at managing your own work load, while providing regular feedback to management To be alert to Conduct Risk issues, specifically the risk of harm to client interests, market integrity and/or competition in financial markets due to inappropriate practices or behaviours across the firm