Job Description

What is the opportunity?
The Derivative Valuation Analyst is responsible for the timely and accurate analysis, valuation, validation and reconciliation of Listed, OTC (Over the Counter) Bilateral and OTC Cleared Derivatives, as well as of alternative investment products, impacting key lines of business including fund services, pension reporting, insurance reporting, custody reporting and all value added services.

Please note, this position may cover a late and/or rotating shift schedule. 

What will you do?

• Perform the daily Routine tasks such as setup of Listed Derivatives and OTC Derivatives, in Valuation systems

• Perform tasks for listed Derivatives pricing and analyzing price movements
• OTC/alternative instruments valuation and measure impact of the daily changes in market data inputs to value of the instrument
• Reconciliation against third party statements