Product Specialist, Derivatives Valuations

S&P Global Market Intelligence

The Role: Product Specialist, Derivatives Valuations

The Team:

Portfolio Valuations provides a fully outsourced service to participants in the financial markets that require independent asset valuations of vanilla and exotic derivatives, cash instruments and structured notes across all asset classes (Rates, FX, Equity, Credit and Commodity). The service is designed for asset managers, fund administrators, hedge funds, mutual funds and auditors and uses a highly automated and secure end-to-end process in order to produce valuations for clients. It is distinguished by the class-leading accuracy and coverage of our underlying market data and an efficient operational framework that includes a full audit trail and quality control performed by a global team of analysts.

The Impact:

The Portfolio Valuations service is fully hosted and is aimed at institutions that need to improve their current processes, outsource their valuation function or provide a value-added service to their clients. It is designed to fulfill the statutory and policy requirements of investors, regulators and business managers for independent calculation of Net Asset Value (NAV), sensitivities and market risk measures. This role represents a great opportunity to work in a high growth space and deal directly with leading clients across banks, asset managers, hedge funds, mutual funds, central banks and fund administrators globally.

What's in it for you:

• Opportunity to work on a wide range of derivatives products and cutting-edge models with experienced colleagues across global locations
• Opportunity to engage in the intellectually stimulating work of product design and development, and make tangible impact to the on-going development of well-established core products, such as portfolio valuations and ISDA SIMMTM, and the design of new potential products
• Build relationships with leading clients across the financial spectrum, our clients include leading banks, asset managers, hedge funds, mutual funds, central banks and fund administrators globally
• Well-rounded role that includes a mix of technical development, derivative pricing, and customer interaction

Responsibilities:

• Contributing to the design and testing of our valuation systems, develop new features and functionalities based on end user requirements, implement solutions and devise and test prior to rollout
• Working on the quantitative, analytical and technological development of derivatives valuation capabilities, including the development of bespoke solutions
• Providing on-going communication to our clients on any issues relating to derivative valuations including the coordination of client trials, onboarding, addressing queries, resolving price challenges, and any other general support
• Enhancing existing models or specifying / building / testing models to support new products across asset classes
• Ensuring the quality and reliability of market data inputs and calibrations for the pricing of derivative instruments
• Working closely with other product groups and the global sales team in driving new business and identifying product opportunities

What We're Looking For:

• Undergraduate or Master's degree in a quantitative discipline (e.g. Physics, Statistics, Mathematics and Economics)
• Well versed in derivatives valuations with practical understanding of the basics of mathematical finance and derivatives pricing
• Excellent data analysis skills and proficiency in programming languages such as Python, Java, C++, VBA and SQL are essential. Familiarity with machine learning is desirable.
• Strong analytical, quantitative and problem-solving skills are essential
• Strong attention to detail, both numerically and in written material
• Willingness to be hands-on in dealing with requests, issues and queries relating to client valuations, analytics and market data
• Ability to communicate effectively with external clients and across business units within the company
• Ability to work well within a global team environment alongside other product analysts, quants and developers
• Chinese speaking (Mandarin and Cantonese) is strongly preferred

The Location: Hong Kong

About Company Statement:

S&P Global delivers essential intelligence that powers decision making. We provide the world's leading organizations with the right data, connected technologies and expertise they need to move ahead. As part of our team, you'll help solve complex challenges that equip businesses, governments and individuals with the knowledge to adapt to a changing economic landscape.

S&P Global Market Intelligence partners with customers to broaden their perspective and operate with confidence by bringing them leading data sources and technologies that embed insight in their daily work.

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Equal Opportunity Employer
S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, marital status, military veteran status, unemployment status, or any other status protected by law. Only electronic job submissions will be considered for employment.

If you need an accommodation during the application process due to a disability, please send an email to: EEO.Compliance@spglobal.com and your request will be forwarded to the appropriate person.

US Candidates Only: The EEO is the Law Poster http://www.dol.gov/ofccp/regs/compliance/posters/pdf/eeopost.pdf describes discrimination protections under federal law.

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PDMGDV203 - Entry Professional (EEO Job Group)

Job ID: 283863
Posted On: 2023-03-14
Location: Central, Hong Kong