DESCRIPTION

The Pricing and Valuation Analyst is responsible for the daily valuation of OTC products including IRS, OTC FX and swaptions. The incumbent also takes on an independent role in research projects including data cleansing, understanding and prototyping new valuation methodologies/algorithms and valuation system design and testing etc. He/She will work closely with other teams in the Clearing House to address settlement issues and answer client queries related to valuations.

PRINCIPAL ACCOUNTABILITIES:

• Perform daily OTC Settlements

• Troubleshoot settlement issues and answer client queries

• Participate independently in research projects involving new products and enhancements

SKILLS AND REQUIREMENTS:

• Bachelor's Degree: Mathematics, Financial Engineering or similar

• A strong quantitative background

• Good understanding of derivatives pricing, especially interest rate swaps

• Some programming knowledge/experience

• 1 to 3+ Years Relevant Experience

CME Group: Where Futures Are Made

CME Group (www.cmegroup.com) is the world's leading derivatives marketplace. But who we are goes deeper than that. Here, you can impact markets worldwide. Transform industries. And build a career shaping tomorrow. We invest in your success and you own it, all while working alongside a team of leading experts who inspire you in ways big and small. Problem solvers, difference makers, trailblazers. Those are our people. And we're looking for more.

CME Group is the world's leading derivatives marketplace. But who we are goes deeper than that. Here, you can impact markets worldwide. Transform industries. And build a career shaping tomorrow. We invest in your success and you own it, all while working alongside a team of leading experts who inspire you in ways big and small. Problem solvers, difference makers, trailblazers. Those are our people. And we're looking for more.

Learn more here: https://www.cmegroup.com/careers.html