OTC Derivatives Analyst

Portfolio Valuations (PV) provides an independent, post-trade valuation service to buy-side institutions globally, covering vanilla and exotic OTC derivatives, cash instruments and structured notes across all asset classes. The service also offers clients the ability to receive an aggregated set of counter party marks for their trades. OTC Derivative Data (OTC DD) service provides daily high-quality OTC derivative data to both buy-side and sell-side clients.

S&P's consensus service is the leader in providing major market makers in OTC derivatives with definitive consensus prices. More than 90 of the leading banks, trading houses and other investment professionals use the consensus service as the key independent check of their trading book valuations. The service encompasses equity, rates, currency, commodity, credit and bond derivatives, providing comprehensive matrices of vanilla prices and a wide selection of exotic products.

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Portfolio Valuations (PV) provides an independent, post-trade valuation service to buy-side institutions globally, covering vanilla and exotic OTC derivatives, cash instruments and structured notes across all asset classes. The service also offers clients the ability to receive an aggregated set of counter party marks for their trades. OTC Derivative Data (OTC DD) service provides daily high-quality OTC derivative data to both buy-side and sell-side clients.

S&P's consensus service is the leader in providing major market makers in OTC derivatives with definitive consensus prices. More than 90 of the leading banks, trading houses and other investment professionals use the consensus service as the key independent check of their trading book valuations. The service encompasses equity, rates, currency, commodity, credit and bond derivatives, providing comprehensive matrices of vanilla prices and a wide selection of exotic products.

The new hire will be responsible for taking an active role in reviewing market data and derivatives valuations, resolve issues and perform critical quality control functions, work on new product development, build, and manage customer relationships, host meetings and forums. This role will enable successful candidate to develop their business skills and expand derivatives knowledge across different asset classes. The ideal candidate is an independent, organized, self-starter who can communicate effectively across all levels of the organization.

• Organizing and running daily and monthly valuation processes for clients; this will require hands‑on responsibility for some accounts
• Handling simple and complex price challenges and resolving them to the satisfaction of the client
• Building and maintaining client relationships, so that clients are aware of S&P Global new and existing valuation capabilities and increase their use of these services
• Contributing to the design and testing of S&P Global valuation systems
• Ensuring that data capture and cleaning processes are run, refined and automated

S&P Global states that the anticipated base salary range for this position is $53,844 to $76,163. Final base salary for this role will be based on the individual’s geographic location, as well as experience level, skill set, training, licenses and certifications.

In addition to base compensation, this role is eligible for an annual incentive bonus.

• Good understanding of OTC derivatives in one or more asset classes
• Appetite for providing services to external clients on a regular basis

• Good degree in a quantitative discipline
• Other programming experience in any…