About the Role
Grade Level (for internal use): 08
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
•Strong 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
•2-3 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
About S&P Global Market Intelligence
At S&P Global Market Intelligence, a division of S&P Global, we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.
For more information, visit www.spglobal.com/marketintelligence.
Benefits
•Health & Wellness: Health care coverage designed for the mind and body
•Flexible Downtime: Generous time off helps keep you energized for your time on
•Continuous Learning: Access a wealth of resources to grow your career and learn valuable new skills
•Invest in Your Future: Secure your financial future through competitive pay, retirement planning, a continuing education program with a company-matched student loan contribution, and financial wellness programs
•Family Friendly Perks: Perks for your partners and little ones too, with some best-in-class benefits for families
•Beyond the Basics: From retail discounts to referral incentive awards