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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.
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.
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
Understanding of commodity or FX markets including participants, conventions, operations and commercials Knowledge of global regulatory requirements desirable
Must be detail-oriented, thorough and able to use own initiative to solve problems. Excellent time management and organizational skills are essential
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
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