The Team: The growing product of SPGI is its offering in the arena of independent cash and derivatives valuations. With access to the most unique and wide cash and OTC derivatives data set from the highly regarded Totem Service and consensus cash pricing services, SPGI Portfolio Valuations is in a privileged position as a third-party cross-asset valuations provider, to accurately calibrate its models to the market and provide independent valuations for exotic cash and derivative products.
The Impact: SPGI Portfolio Valuations is looking to expand its product coverage in the Asia-Pacific region. We are looking for a quantitative, commercial-minded and motivated candidate to work closely with the local sales and global product teams in pitching PV business to prospective clients, identifying further business opportunities with existing clients, lead the on-boarding of customers, providing analytical product expertise to the clients and local analysts and production of daily/weekly/monthly valuations.
Responsibilities
This work would include
- Regular daily valuations for client portfolios and addressing price challenges.
- Driving the development and implementation of the regional valuations business plan.
- Implementing prototype pricing models and/or testing production valuation models for non-standard instruments originating in the region.
- Providing response to more complex/quantitative queries about SPGI 's data and valuation products.
What We're Looking For
- CFA/FRM completed /appearing will be preferred
- Robust Understanding of financial derivatives instrument types and their valuation
- Strong understanding of models underlying structured derivative valuations.
- Excel/VBA, SQL, Python or other programming skills to prototype/test pricing models.
- Excellent communication skills.
- 1-2 years' experience in the structured derivatives markets (e.g. trading, quant / sales structuring, risk analysis, model validation, product control, collateral or valuations analysis etc.)
- Basic understanding of database structures and use of SQL.
- Experience in a client facing environment or account management.