Derivative Pricing – Asset Management

An opportunity has arisen with this City based asset management company.

Role & Responsibilities

  • Ensure that the calculation of the total value of OTC trade exposures, in line with the conditions stated in the transaction documentation (ISDA Agreements and Credit Support Annexes), is properly undertaken.
  • Build and develop models for the pricing methodology and requirements for new instrument types entered into by the fund managers, ensuring that all derivatives valuation platforms provide accurate pricing calculations.
  • Liaise with counterparties and other Operational areas to resolve queries and overcome operational difficulties.
  • Prepare and distribute reports providing management information on outstanding trades, analysis of positions, price queries and issues resolved or still to be resolved.
  • Participate in Derivative Pricing projects including new instruments, new clients and new vendors as well as projects that provide efficiencies and automation.

Background & Experience

  • Strong PC skills particularly in Microsoft Excel
  • Familiarity with derivatives documentation and processes gained in leading investment bank or asset manager.
  • Highly numerate ideally with experience of modelling and pricing vanilla & complex interest and inflation rate derivative products or similar products
  • Accurate and timely delivery of work in a deadline sensitive and pressured environment
  • Self-disciplined, organised and self-motivated
  • Good written and verbal communication skills
  • Team player who is flexible in their approach to work

To hear more about this challenging opportunity, please contact Linda Tottem on 020 7847 8876 or email linda@meredithbrown.com

Please note that due to the high volume of applicants responding to our adverts we are regrettably not able to feed back on all applications; only successful candidates will be contacted.

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