CME Group is the leading exchange and clearing house for listed products. In its unique position as the most diverse clearing house, it is in the forefront of the clearing of OTC products, which is mandated by the financial reform.
CME group has an immediate opening for a Senior Valuation Analyst for cleared OTC products. The immediate focus of this role will be the daily pricing of cleared OTC products such as Interest Rate Swaps, Credit Default Swaps, FX, and Swaptions.
Ideal candidate will have a broad knowledge of derivatives and fixed income securities.
Minimum 3 years of direct experience valuing IRS, CDS, FX, and Swaptions.
Candidate must have an advanced degree (MSc) and Math/Finance background.
Comprehensive understanding of interest rate curve construction, dual curve pricing, CDS pricing (upfront, par, quote spreads), and volatility surface.
Ability to work closely with vendors, configure pricing systems, troubleshoot and timely resolve system issues.
Hands-on development skills and ability to assist in the development, testing, and implementation of new models and new products.
Ability to put in place reconciliation processes and automate manual practices.
Experience with Reuters and Bloomberg API.
Strong VBA skills (MATLAB, Java, or C++ preferred).
Experience with databases, data quality, cleansing processes, and file transmission (SFTP).
Experience working with senior management requiring consensus-building.
Strong communication skills including strong presentation skills.
Ability to work in a fast-paced environment and collaborate with several business areas across the organization.
As the world’s leading and most diverse derivatives marketplace, CME Group ( www.cmegroup.com ) is where the world comes to manage risk. Based in Chicago, with offices in New York, London, Singapore, Calgary, Houston, São Paulo, Singapore, Tokyo and Washington D.C., our team of more than 2,500 employees has an impact on the global economy every day. We offer:
The widest range of global benchmark futures and options available across all major asset classes;
The most advanced trading technology;
Industry-leading clearing and risk management capabilities;
A relentless customer focus, serving leading investment and commercial banks, hedge funds, proprietary trading firms, pension funds, sovereign wealth funds, asset managers, corporations and individual traders; and,
A great place to work.
With this strong foundation in place, we are looking to continue growing our business in both listed and over-the-counter markets. To support this growth, we are seeking highly motivated individuals to help foster our corporate culture and uphold our core values of leading with conviction and integrity, advancing the global economy, building lasting relationships and acting with ingenuity every day.
We hope you will consider joining our world-class team.
CME Group - 21 months ago
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