Product Analyst - Pricing / Valuations

Product Analyst - Pricing / Valuations

  • Location

    London, England

  • Sector:

    Risk & Compliance

  • Job type:


  • Salary:

    £60000.00 - £80000.00 per annum + bonus + benefits

  • Contact:

    Nicola Henderson

  • Contact email:

  • Job ref:


  • Published:

    over 4 years ago

  • Expiry date:


  • Consultant:


Product Analyst - Pricing / Valuations - Interest Rate Derivatives, Credit Derivatives

My client, a leading financial organisation, are looking for Product Analysts to join their growing Valuations group in London, working across either Interest Rate or Credit Derivative products. The successful candidate will be responsible for the maintenance, development and calibration of pricing models, pricing new exotic instrument types on the request of existing and prospective clients and providing technical expertise internally and externally on these asset classes. You will be working on the quantitative, analytical and technological development of derivative valuation capabilities, enhancing existing pricing models or specifying / building / testing / calibrating pricing models to support new products within these asset classes. The role will also involve working closely with other product groups and the global sales team in order to participate in driving the business and identifying product opportunities.

Skills and experience required:

  • A proven track record in the Pricing / Valuations of Interest Rate or Credit Derivatives
  • Strong analytical, quantitative and problem solving skills are essential
  • Proficiency in Excel and VBA
  • Understanding of the interest rate derivatives market including participants, conventions, operations and commercials
  • Undergraduate or Master's degree in a financial or quantitative discipline is essential