Product Analyst , Portfolio Valuations
IHS Markit
London, United Kingdom
3d ago

Description : Department overview

Department overview

Markit Portfolio Valuations provides an independent, post-trade valuation service to buy-side institutions globally, covering vanilla and exotic derivatives, cash instruments and structured notes across all asset classes.

The service also offers clients the ability to receive an aggregated set of counterparty marks for their trades.

Position summary

Markit Portfolio Valuations is looking for a motivated individual with strong analytical skills to work within its interest rate and inflation derivatives product team.

The successful candidate will be responsible for the maintenance, development and calibration of pricing models for inflation and interest rate derivatives, pricing new exotic instrument types on the request of existing and prospective clients and providing technical expertise internally and externally on these asset classes.

Duties & accountabilities

  • Working on the quantitative, analytical and technological development of exotic interest rate and inflation derivative valuation capabilities
  • Providing on-going communication to clients on any issues relating to exotic interest rate and inflation derivative valuations including the co-
  • ordination of complex client trials and addressing nonstandard queries and price challenges

  • Enhancing existing pricing models or specifying / building / testing / calibrating pricing models to support new products within these asset classes
  • Ensuring the quality and reliability of market data inputs and calibrations for the pricing of the derivative instrument types within these asset classes
  • Working closely with other product groups and the global sales team in order to participate in driving the business and identifying product opportunities
  • Education and experience

  • Undergraduate or Master’s degree in a financial or quantitative discipline is essential
  • Proven track record in pricing interest rate or inflation derivatives with calibration to the traded markets is essential
  • Direct client-facing experience desirable
  • Strong analytical, quantitative and problem solving skills are essential
  • Proficiency in Excel and VBA essential, proficiency in XML and SQL desirable
  • Prior industry experience at reputable financial institutions or financial services firm is desirable
  • Practical understanding of the basics of mathematical finance and derivatives pricing
  • Strong Excel skills are essential
  • Commercial awareness

  • Understanding of the interest rate derivatives market including participants, conventions, operations and commercials
  • Knowledge of global regulatory requirements preferred
  • Personal impact

  • Highly motivated and eager to take the initiative
  • Strong attention to detail, both numerically and in written material
  • Willingness to be hands-on in dealing with requests, issues and queries relating to client valuations, analytics and market data
  • Communication

  • Strong skills required to be able to communicate effectively with external clients and across business units within the company
  • Teamwork

  • Ability to work well within a global team environment alongside other product analysts, quants and developers
  • It is the policy of IHS Markit to provide equal employment opportunity (EEO) to all persons regardless of age, color, national origin, citizenship status, physical or mental disability, race, religion, creed, gender, sex, sexual orientation, gender identity and / or expression, genetic information, marital status, status with regard to public assistance, veteran status, or any other characteristic protected by federal, state or local law.

    In addition, IHS Markit will provide reasonable accommodations for qualified individuals with disabilities. We maintain a drug-

    free workplace. For candidates in the US, we are a participant in E-Verify (see link below).

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