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Derivatives Pricing SME

Employer
Randstad Financial & Professional
Location
London, UK
Salary
Competitive
Closing date
Oct 17, 2019

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Job Role
Accountant
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Do you have a background in Derivatives Pricing? Would you consider yourself an SME? If so, my client is keen to speak with you The derivatives pricing SME will: Ensure that the calculation of the total value of otc trade exposures, in line with the conditions stated in the transaction documentation (isda agreements and credit support annexes) for specified clients, is properly undertaken. Build and develop models for the pricing methodology and requirements for new instrument types entered into by the fund managers, ensuring that all derivatives valuation platforms provide accurate pricing calculations. Participate in derivative pricing projects including new instruments, new clients and new actively managing these in line with expectations. Communicate with, assist and advise Investments, Investment Risk, Global Operations and other staff on derivative activities and pricing approach and methodology Complete adhoc duties pertinent to the role as and when required Key Skills: Minimum 3 years experience within derivatives pricing function. Highly numerate ideally with experience of modelling and pricing vanilla & complex interest and inflation rate derivative products or similar products Professional/Financial qualifications Experience in business analysis, process improvement and change management. Familiarity with derivatives documentation and processes gained in leading investment bank or asset manager. Ability to prioritise effectively and work to tight deadlines Strong PC skills particularly in Microsoft Excel Ability to write Excel macros Experience of IHS Markit PV systems or equivalent Experience in financial modelling using Bloomberg Must have the ability to work in a fast moving management environment with many often conflicting demands. Ability to influence change in a positive manner. Flexible, adaptable and able to multi-task in a fast paced and changeable environment. Excellent interpersonal and communication skills with the ability to relay information clearly and concisely in both written and verbal communications. Flexible and adaptable; able to work in ambiguous situations. Resilient and tenacious with a propensity to preserve. Must be a team player and able to work collaboratively with and through others. Ability to force clarity. If you fulfil these criteria please click apply. This is an urgent requirement for my client, a large UK investment manager. The role is a 12 month contract opportunity paying dependent on experience. Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003

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