OTC Derivatives Analyst

S&P Global•New York, NY

3d•$90,000 - $100,000

About The Position

The OTC Derivatives Analyst will support Portfolio Valuations (PV), which provides independent post-trade valuations to global buy-side institutions for vanilla and exotic OTC derivatives, cash instruments, and structured notes across asset classes. PV also offers clients aggregated counterparty marks. The role also supports OTC Derivative Data (OTC DD), which provides daily OTC derivatives data to buy-side and sell-side clients, and S&P Global’s consensus pricing service for OTC derivatives. The analyst will review market data and derivatives valuations, resolve issues, perform quality control, contribute to new product development, and build customer relationships. The role involves organizing daily and monthly client valuation processes, handling price challenges, contributing to valuation-system design and testing, and refining and automating data capture and cleaning processes. It offers the opportunity to develop business skills and expand derivatives knowledge across asset classes.

Requirements

Good understanding of OTC derivatives in one or more asset classes.
Appetite for providing services to external clients on a regular basis.
Indefinite right to work in the United States.
External candidates reaching the final interview stage must attend at least one in-person interview, ordinarily at their nearest S&P Global office, before an offer can proceed.

Nice To Haves

A good degree in a quantitative discipline.
Programming experience in any language, such as SQL or Python.
Good understanding of market and reference datasets.

Responsibilities

Organize and run daily and monthly valuation processes for clients, including hands-on responsibility for some accounts.
Handle simple and complex price challenges and resolve them to the client’s satisfaction.
Build and maintain client relationships, informing clients about S&P Global’s new and existing valuation capabilities and encouraging broader use of its services.
Contribute to the design and testing of S&P Global valuation systems.
Ensure data capture and cleaning processes are run, refined, and automated.
Review market data and derivatives valuations, resolve issues, and perform critical quality-control functions.
Work on new product development and host meetings and forums.