Assistant Vice President, Product Analyst, FX & Commodities, Portfolio Valuations

  • n.a
  • New York, NY, USA
  • Permanent, Full time
  • IHS Markit ..
  • 07 Dec 17 2017-12-07

IHS Markit harnesses deep sources of information, analytics and expertise to forge solutions for the industries and markets that drive global economies. Our company partners with clients in business, finance and government to provide the unrivalled insights and perspectives that lead to well-informed, confident decisions. We call this The New Intelligence.

Department overview:

Markit Portfolio Valuations provides an independent, post-trade valuation service to buy-side institutions globally, covering vanilla and exotic OTC derivatives, cash instruments and structured notes across all asset classes. The service also offers clients the ability to receive an aggregated set of counterparty marks for their trades.

Position summary

Markit Portfolio Valuations is looking for a talented and motivated individual to work within its FX and commodity product team. This role will involve the maintenance, expansion and promotion of FX and commodity derivative valuation capabilities.  Responsibilities would include collection and monitoring of market data, development of pricing models, and communication of methodology to clients.  The role will require working with external and internal groups including clients, quants, developers and operational analysts.
Duties & accountabilities

Working on the quantitative, analytical and technological development of FX and commodity valuation capabilities
Provide on-going communication to our clients on any issues relating to FX or commodity derivative valuations including coordination of client trials, addressing queries and price challenges, and any other general support
Enhancing existing models or specifying / testing models to support new pricing coverage within the product
Ensuring the quality and reliability of market data inputs and model calibration for the pricing of all FX and commodity instruments
Working closely with other product groups and the global sales team in order to participate in driving the business and identifying product opportunities.

Business competencies

Education and experience

Undergraduate or Master’s degree in a financial or quantitative discipline
Proven experience in the commodity or FX derivatives market with some direct experience in structuring / trading / valuations
Strong analytical and problem solving skills
Proficiency in Excel, VBA, XML and SQL

Commercial awareness

Understanding of commodity or FX markets including participants, conventions, operations and commercials
Knowledge of global regulatory requirements desirable


Personal competencies

Personal impact

Must be detail-oriented, thorough and able to use own initiative to solve problems.
Excellent time management and organizational skills are essential

Communication

Strong skills required to be able to communicate effectively with external clients and across business units within the company 
Clear, structured and professional in both writing and speech

Teamwork

Must gain a clear understanding and appreciation of the other functional and regional teams in the valuation group
Ability to function in a collaborative setting with other roles such as operational analysts and developers
Ability to work in groups remotely