Interest Rates Valuation Data Analyst

Markit Portfolio Valuations is looking for a valuation data analyst to sit within the product team covering interest rates and inflation-linked derivatives. This team specialises in building quantitative models for pricing vanilla and exotic derivatives across these asset classes.

Main Duties and Responsibilities:

The successful candidate will be expected to spend a minimum of a year within this role and will be offered opportunities for career progression thereafter. We are looking for a talented and enthusiastic individual to work on:

Providing regular and ad-hoc support to the pricing team with respect to interest rate and inflation-linked derivatives
Torough understanding IR pricing models and Implementing ad hoc tests to verify quality of pricing
Maintaining and enhancing existing data feeds
Running, refining and automating data capture and cleaning processes
Liaising with other business units internally to source new data

Skills and Experience Required:

Degree in finance or a quantitative discipline, at least MSc level
Basic knowledge of derivatives pricing models
Experience with Excel and VBA
Must be detail-oriented and thorough and able to use own initiative to solve problems
Additional Useful Skills
Basic understanding of database structures and use of SQL
Programming in any language

Please apply with CV and covering letter to careers@markit.com citing "Interest Rates Valuation Data Analyst" in your email.