Product Analyst Derivatives Valuation and Risks

Job Description

S&P Global Market Intelligence The Role: Product Analyst (Derivatives Valuation and Risks) The Team: S&P Global Portfolio Valuations provides a fully outsourced service to participants in the financial markets that require independent asset valuations. The service is designed for asset managers, fund administrators, hedge funds, mutual fundsand auditors and uses a highly automated and secure end-to-end process in order to produce valuations for clients. It is distinguished by the class-leading accuracy and coverage of our underlying market data and an efficient operational framework that includesa full audit trail and quality control performed by a global team of analysts. The Impact: S&P Global employs established methodologies and quantitative techniques with industry standard models in order to provide valuations for a wide range of vanilla and exotic OTC derivatives across multiple asset classes listed below:

• Credit - including CDS, indices, options, index tranches, and synthetic CDOs
• Foreign Exchange - including spot, forwards, swaps, options, and exotic structures
• Interest Rates - including swaps, caps, floors, swaptions, inflation swaps and exotic structures
• Equities - including options, indices, variance/volatility swaps and exotic structures
• Commodities - including forwards, swaps and options on energy, metals, and softs
• Structured Notes - including various types of interest rate, credit, equity, FX, commodity, and hybrid structures

In addition, S&P Global Portfolio Valuations provides an end-to-end Initial Margin Calculation service to help clients comply with the Uncleared Margin Rule (UMR). The service leverages the infrastructure built for the valuations service to compute risk sensitivitiesand initial margin amounts using ISDA SIMMTM, the industry standard margin model. The service is integrated with the valuations service and offers many other additional features. It also has comprehensive connectivity with various collateral management systemsand reconciliation platforms for clients to create a holistic margin solution. Whats in it for you: S&P Global Portfolio Valuations is looking for a motivated individual with strong analytical skills to work within its global product team (with members based in Singapore, India, London, New York, and Toronto) with a focus on theInitial Margin Calculation service. The successful candidate will have multiple responsibilities including: 1. the maintenance and development of models used by the financial derivatives Valuation and Initial Margin calculation service; 2. providing technical expertise internally and externallyon valuation, risk sensitivity and initial margin calculation methodologies; 3. assisting sales and business development colleagues acquire and onboard new clients. The role provides the successful candidate the opportunity to work on a wide range of derivatives products and cutting-edge models with experienced colleagues across global locations as well as exposures to a diverse set of clients. Responsibilities:

• Working on the quantitative, analytical, and technological development of derivatives valuation models across asset classes with a focus on risk sensitivity and margin calculation
• Providing on-going product support for our Global Product Service team and clients on any issues relating to risk sensitivity and margin calculations including the coordination of client trials, addressing queries, resolving price challenges, and any othergeneral support
• Enhancing existing models or specifying / building / testing models to support new products
• Ensuring the quality and reliability of market data inputs and calibrations
• Working closely with other product groups and the global sales team in order to participate in driving new business and identifying product opportunities

What Were Looking For:

• Undergraduate or Masters degree in a quantitative discipline (e.g. Physics, Statistics, Mathematics and Economics)
• Strong analytical, quantitative, and problem-solving skills are essential
• Proven track record in pricing financial derivatives with calibration to the traded markets is desirable
• Excellent data analysis skill and proficiency in programming languages such as Python, Java and C++ are preferrable
• Proficiency in Excel (including VBA) is essential
• Strong attention to detail, both numerically and in written material
• Willingness to be hands-on in dealing with requests, issues and queries relating to client valuations, analytics, and market data
• Ability to communicate complex issues both verbally and in writing, with a wide range of audience around the globe
• Direct client-facing experience is desirable
• Ability to work well within a global team environment alongside other product analysts, quants, and developers
• Good interpersonal skills and ability to manage stakeholder relationships

Flexible Working (optional)We pride ourselves on our agility and diversity, and we welcome requests to work flexibly. For most roles, flexible hours and/or an element of remote working are usually possible. Please talk to us at interview about the type of arrangement that is best foryou. We will always try to be adaptable wherever we can. Return to WorkHave you taken time out for caring responsibilities and are now looking to return to work As part of our Return to Work initiative, we are encouraging enthusiastic and talented returners to apply, and will actively support your return to the workplace. Grade/Level (relevant for internal applicants only): 5 The Location: London, UK S&P Global delivers essential intelligence that powers decision making. We provide the worlds leading organizations with the right data, connected technologies and expertise they need to move ahead. As part of our team, youll help solve complex challengesthat equip businesses, governments and individuals with the knowledge to adapt to a changing economic landscape. S&P Global Market Intelligence partners with customers to broaden their perspective and operate with confidence by bringing them leading data sources and technologies that embed insight in their daily work. ----------------------------------------------- Equal Opportunity Employer: S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity, color, religion, sex, sexual orientation, gender identity, national origin, age