Senior Market Analyst, Derivatives

About the role

Support the pricing, production, and delivery of derivatives valuation and analytics products across the Americas region. Work closely with clients, product teams, and technology partners to ensure the quality, accuracy, and timely delivery of derivatives pricing data and analytics.

Responsibilities

• Lead the end-to-end production cycle for derivatives products, including quality checks, production, and client deliveries.
• Support pricing and valuation activities across a range of derivatives products.
• Capture and document requirements for both vanilla and sophisticated derivatives products.
• Handle client pricing workflows and provide analytical support throughout the valuation cycle.
• Serve as a key contact for client communications related to derivatives pricing and analytics.
• Support the development, testing, and implementation of quantitative models and methodologies.
• Use Python and other programming languages to automate processes and enhance analytics.

Products Covered

• Vanilla Products: IRS, Swaptions, FX Options, Equity Options, CDS, TRS, Inflation Swaps
• Complex Products: Dispersion Swaps, Volatility Swaps, Hybrid Products, Exotic Structured Notes

Requirements

• Master's degree or PhD in Mathematics, Statistics, Financial Engineering, Finance, Computer Science, or a related quantitative field.
• Experience in Quantitative Analytics, Quantitative Research, Derivatives Analytics, Data Science, or a related field.
• Understanding of derivatives pricing and valuation concepts.
• Experience with Python or other programming languages.
• Strong analytical, problem-solving, and interpersonal skills.

Benefits

• Annual Wellness Allowance
• Paid time-off
• Medical, Dental, Vision, Flex Spending & Health Savings Options, Prescription Drug plan
• 401(K) Savings Plan and Company match
• Basic life insurance and disability benefits
• Emergency backup dependent care, adoption assistance, commuter assistance
• Annual Incentive Plan (AIP/”bonus plan”)

Pay

The anticipated base salary for this position is $113,300 - $188,800, with variations by geographic location, city, and state. Individual salary will reflect job-related knowledge, skills, and equivalent experience.