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- 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:
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
Eligo Recruitment is acting as an Employment Business in relation to this vacancy. Eligo is proud to be an equal opportunity employer dedicated to fostering diversity and creating an inclusive and equitable environment for employees and applicants. We actively celebrate and embrace differences, including but not limited to race, colour, religion, sex, sexual orientation, gender identity, national origin, veteran status, and disability. We encourage applications from individuals of all backgrounds and experiences and all will be considered for employment without discrimination. At Eligo Recruitment diversity, equity and inclusion is integral to achieving our mission to ensure every workplace reflects the richness of human diversity.
