Senior Market Analyst, Derivatives

LSEG•Village of Westhampton Beach, NY

21h

About The Position

Role Responsibilities & Key Accountabilities: - Develops, maintains and implements quantitative and statistical models used within information based products, analytics and research tools - Understands and creates performance indicators, models and algorithms related to products - Leads independent model reviews on complex topics in accordance with business needs and regulatory requirements to assess model risk - Develops alternative benchmark models, design back testing or other methodologies to test the conceptual soundness of model assumptions - Responds to internal and external enquiries related to model construction and development - Builds external facing relationships with clients, asset owners, buy and sell side, and regional exchanges - Builds and maintains relationships with the Development, Product, Sales and Marketing functions, ensuring effective communication - Solves a variety of complex problems arising in the analysis of the behavior of products, including more complex and high priority products - Utilizes deep knowledge and uses a variety of technologies (e.g. C/C++, Java, Python) to turn model IP into model code - Translates business requirements, documents and requests into programming and data criteria and conducts research in order to model expected results. Qualifications & Experience: Master’s Degree in Financial Engineering, Quantitative Finance, Mathematical Finance or equivalent The candidate must present strong problem solving skills and be proficient in Excel Lead the full production cycle for all Derivatives asset types including preproduction and quality analysis, production and deliveries Collect requirements for Derivatives products in the vanilla asset type (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation swaps) and complex products (Dispersion Swaps, Volatility Swaps, Hybrid products, Exotic Structured Notes) Lead client’s workflow evaluation pricing cycle and support Lead Derivatives’ client’s communications

Requirements

Master’s Degree in Financial Engineering, Quantitative Finance, Mathematical Finance or equivalent
The candidate must present strong problem solving skills and be proficient in Excel

Responsibilities

Develops, maintains and implements quantitative and statistical models
Understands and creates performance indicators, models and algorithms related to products
Leads independent model reviews on complex topics
Develops alternative benchmark models, design back testing or other methodologies to test the conceptual soundness of model assumptions
Responds to internal and external enquiries related to model construction and development
Builds external facing relationships with clients, asset owners, buy and sell side, and regional exchanges
Builds and maintains relationships with the Development, Product, Sales and Marketing functions, ensuring effective communication
Solves a variety of complex problems arising in the analysis of the behavior of products
Utilizes deep knowledge and uses a variety of technologies (e.g. C/C++, Java, Python) to turn model IP into model code
Translates business requirements, documents and requests into programming and data criteria and conducts research in order to model expected results
Lead the full production cycle for all Derivatives asset types including preproduction and quality analysis, production and deliveries
Collect requirements for Derivatives products in the vanilla asset type (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation swaps) and complex products (Dispersion Swaps, Volatility Swaps, Hybrid products, Exotic Structured Notes)
Lead client’s workflow evaluation pricing cycle and support
Lead Derivatives’ client’s communications