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Job Reference Number


Client ID:


Posted On:

Apr 27 2012



Job Type:




Job Title

OTC Derivative Pricing Analyst

Job Purpose

Our client is currently looking for an OTC Derivative Pricing Analyst who is eager to gain exposure to a wide array of complex derivative instruments, as well as develop their knowledge of OTC Derivatives through exposure to pricing mechanisms across a range of hedge fund portfolios

Key Responsibilities
  • Independently valuing OTC Derivatives for EMEA, APAC Hedge Fund and Middle office clients
  • Performing complex analysis using multiple sources on the AIS derivative pricing dashboard
  • Evaluate the integrity of underlying data relative to market movements
  • Researching new instrument types to fully understand trade economics and implement appropriate valuation treatment
  • Liaising with several independent pricing vendors
  • Maintain and build in house valuation models for OTC derivatives
  • Enriching the accounting system and pricing systems with OTC Attribute data to support vendor and risk feeds

Key Knowledge and Experience
  • Knowledge of OTC derivative instruments is an advantage
  • Proactive and focused attitude to work and an ability to constantly meet deadlines
  • Excellent analytical, organisational and time management skills
  • Highly competent using Microsoft Excel
  • Experience with a programming language, in particular ,VBA
  • Initiative and enthusiasm with an ability to set and achieve challenging goals
  • The ability to learn quickly and to grasp the intricacies of complex OTC derivative with a particular focus on accuracy and attention to detail
  • Exposure to price modelling using FINCAD, Summit, Reuters or Bloomberg an advantage
  • Exposure to pricing vendors such as Blomberg,Reuters and SuperDerivatives is an advantage

For more information about these roles, please contact Susan Nix on 01 4321 555 or email your cv in confidence to [email protected]>