Cache of job #13851452


Eden Recruitment

Job Title

Pricing Analyst - Derivatives


Pricing Analyst - Derivatives. The Valuation Control role within Derivative Pricing & Risk will be responsible for pricing of clients OTC positions. A key component of this role will be to review valuations from multiple sources – determine the reason for valuation differences, model and/or data related & propose solutions as required. Summary of duties involved : You work extensively using the Calypso valuation platform. You will work with complex instrument workflows, position set-ups, OTC event processing. Quantitative pricing to value complex instruments. Quantitative pricing models and products across product classes. Ability to review price for a third party source and assess the price quality and accuracy (understanding drivers of price and the assumptions feeding the model. Ability to demonstrate understanding of the level of actual market prices relative to modeled output (ie. haircuts applied to modeled valuations. Experience Required : University degree / Masters in business, finance, mathematics or related field. Ability to reserve engineer derivative valuations. Proven Product control / Business Financial Control experience from major investment bank within Fixed Income, Credit &/or Structured Credit. Knowledge & understanding of models used to price derivatives in all four asset classes – Credit, FX, Equity & Fixed Income. Strong analytical skills. Accounting knowledge. Strong communication skills – verbal, written, & presentation. Ability to promote a strong sense of client satisfaction both internally & externally. Ability to communicate effectively across multiple skill-sets / departments. Relevant experience working with globally diverse teams. This job originally appeared on


Dublin City Centre

Date Added

100 days ago