Pricing and Valuation Analyst

Chicago, IL 60606

Posted: 11/18/2019 Category: Other Job Number: 12541

Job Description

Pricing and Valuation Analyst


  • The Pricing and Valuation Analyst participates in the daily OTC settlement process and focuses on specific OTC products, including Energy, Agriculture, IRS and FX. The Valuations team is responsible for running and maintaining the valuation methodology used in the daily settlement process and price verification. The ideal candidate should have some experience in derivatives pricing, strong quantitative skills and should be passionate about analytics, pricing and markets. The candidate should also be able to work collaboratively in a cross-locational environment with a strong attention to detail

    Principal Accountabilities:
    • Run daily derivative pricing processes and validate daily automated pricing and valuations across Energy & Agriculture markets
    • Investigate and Reconcile missing, stale and outside of threshold levels prices
    • Be a primary point of contact for derivative valuation issues responding to inquiries from both internal and external parties
    • Participates in research/system projects



    Software Skills and Requirements:
    • Bachelors Degree: Math, Finance, Applied Mathematics, or Financial Engineering
    • 1+ Years Relevant Experience in Derivatives or Master’ s Degree in a Relevant Field
    • C#, Python, SQL, VBA
    • Bloomberg, Reuters, C++, Tableau are a Plus
    • Understanding of Commodity Derivative markets such as Gas, Power, Oil and Agriculture is a plus

Meet Your Recruiter

Kelly Hallgren

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