OTC Derivatives Analyst

S&P Global•New York, NY

17h•Onsite

About The Position

The Portfolio Valuations (PV) team provides an independent, post-trade valuation service to buy-side institutions globally. This service covers vanilla and exotic OTC derivatives, cash instruments, and structured notes across all asset classes. The OTC Derivative Data (OTC DD) service provides daily high-quality OTC derivative data to both buy-side and sell-side clients. S&P's consensus service is a leader in providing major market makers in OTC derivatives with definitive consensus prices, used by over 90 leading financial institutions as an independent check of their trading book valuations. The service covers equity, rates, currency, commodity, credit, and bond derivatives, offering comprehensive matrices of vanilla prices and a wide selection of exotic products.

Requirements

Good understanding of OTC derivatives in one or more asset classes.
Appetite for providing services to external clients on a regular basis.

Nice To Haves

Good degree in a quantitative discipline.
Other programming experience in any language e.g., SQL, Python.
Good understanding of market and reference datasets.

Responsibilities

Organizing and running daily and monthly valuation processes for clients, with hands-on responsibility for some accounts.
Handling and resolving simple and complex price challenges to client satisfaction.
Building and maintaining client relationships to increase awareness and usage of S&P Global's valuation capabilities.
Contributing to the design and testing of S&P Global valuation systems.
Ensuring data capture and cleaning processes are run, refined, and automated.
Reviewing market data and derivatives valuations.
Performing critical quality control functions.
Working on new product development.
Building and managing customer relationships.
Hosting meetings and forums.