Find a Job

View detailed job description

Derivative Pricing SME

Daily Rate £300 to £450
Type Temporary / Interim
Location City of London
Sector Operations
Job Reference T91/VHA/27117
Contact Vijay Hassani
Date posted 22-10-2017

Job description:

One of Europe’s largest Investment managers are currently looking for the right candidate to join their Derivative Pricing Team.

Key responsibilities:

• The ideal candidate must ensure that the appropriate calculation of OTC trade exposure alongside with the transaction and documentation for specific clients is properly handled.
• To create and foster pricing methods and requirements to make sure that all derivative platforms provide accurate pricing calculations.
• To interact with the operational departments to overcome issues and resolve queries.
• Maintain records up to date with the relevant systems to allow accurate validation, accounting and monitoring activities to be carried out.

Skills Required:

• Strong Microsoft Office skills, particularly in Excel.
• Ability to write Macros would be a bonus.
• Experience in working with Derivative documentation and processes gained from an investment manager or investment bank.
• Candidate must also be highly numerate, ideally with experience of modelling and pricing vanilla or exotic products.

Ready to apply for this job? Apply Now

Contact Vijay about this job

Assistant Vice President, Consultant