Derivative Pricing Analyst

Job Description

Provision of validated prices for all Derivatives held on European funds under administration universe as well as OTC Counterparty Pricing for a specified group of Custody clients.

To support the NAV calculation team through provision of accurate and timely valuations for all derivative instruments both OTC and ETD

To support Valuation & Reporting teams through the completion of accurate and timely client monthly reporting for all derivative instruments both OTC and ETD

Ensure prices are completed in an accurate and timely manner in line with pre-set deadlines

Deliver high quality service to customers by accurate, timely completion of all assigned tasks and requests for information

Reconcile all queries in a timely, accurate and appropriate manner

Experience of the Funds Industry

Excellent attention to details and ability to work constructively under time pressure

Excellent PC skills especially MS Excel

Excellent communication skills both written and verbal

Industry Knowledge - Knowledge of Derivative instruments, OTC products, Exchange trade Derivatives. Knowledge would ideally include; Credit, Equity, Commodity, Interest Rate and FX OTC products beneficial but not a necessity

Working knowledge of Bloomberg, Reuters

All interested candidates should send CVs to Susan Nix of Premier.