Global Pricing Direct Evaluator – Analyst or Associate

Responsibilities

• Generate daily valuations of derivative securities for multiple market closes, including market data collection, price generation, quality control, and client queries.
• Create cutting‑edge methodologies, pricing models, and infrastructure to increase accuracy and speed of valuations.
• Communicate with trading desks, market participants, and research teams to enhance market knowledge and instrument pricing.
• Address client concerns daily, providing first‑class service and quality via different channels.
• Examine and develop new areas of product growth, autonomously exploring new ideas and supporting revenue generation through close collaboration with the sales team.

Qualifications

• Firm understanding of derivatives principles, including pricing, risk and most common vanilla strategies.
• Good knowledge of data science principles, with software development skills in Python and Excel VBA, as well as a high aptitude for learning new technologies.
• Ability to collect and analyze large amounts of market information and incorporate findings into pricing models.
• Clear, logical thinker with strong quantitative abilities.
• Ability to thrive in a fast‑paced environment of real‑time market pressures, remaining focused on client needs.
• Good communication skills, both oral and written.

Preferred Qualifications

• Market or quantitative experience in derivatives pricing with exposure to multiple asset classes as underlying.
• Previous experience in a Front Office role with direct exposure to clients.
• Knowledge of light exotics and experience in understanding the associated Term‑Sheets.
• Basic knowledge of stochastic calculus, main models used within derivatives pricing and numerical techniques such as Monte Carlo and Finite Difference.
• Strong Python coding skills, with focus on system design.
• Experience with C++.

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