Key Responsibilities
• 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
ResponsibilitiesSkills / Experience
• Essential
o Proven background in maintaining accurate pricing of financial derivatives
o Proven background in pricing at least one asset class
o Data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will affect valuations
o Experience in working within real-time event driven environments (as opposed to daily snapshots)
o Experience of regular use of terminals such as BBG and Reuters including: ▪ Data access via excel/APIs
▪ Front-end usage o Technical experience of working with data and building data comparisons
o Essential Languages: Python, Java or C++ (Intermediate level on at least one)
• Desirable
o Background with multiple asset classes is an advantage
o Previous exposure to: ▪ Pricing models
▪ Electronic Trading Systems & Execution Platforms


