Senior Derivatives Market Data Analyst In Makati 70k To 120k

Senior Derivatives Market Data Analyst in Makati 70k to 120k

The successful applicant will be a member of the Quantitative Services Business Units Market Data Team that drives the development and monitoring of the market data feed essential for all quantitative services provided by our client. The team deals with new market data requirements that occur during the onboarding of new clients to the services, as well as with gaps that occur in the regular production runs of our services. The position will form part of the market data team based in Makati and work closely with colleagues in the support and development functions in Europe and the US. The team identifies and closes gaps, researches data availability, expands coverage, and monitors data completeness and quality. As such the team is regularly exposed to new market data objects, new trade types and new markets.

To apply, MUST have one of the following:

-Masters in quantitative discipline with at least 4 years in the industry,

-or Bachelor's degree in quantitative field economics, statistics, mathematics or finance with 7 years in the industry

Responsibilities

-Issue analysis and resolution in the service operations for APAC clients

-Research of new curves and surfaces in all asset classes and regions

-Integration of new market data into the existing framework

-Liaise with the global market data and development teams for identification of new market data requirements

-Automation of monitoring and reporting processes (Python, Jenkins)

-Engage with partners for specification and integration of new market data sources

Technical skills

-Financial derivatives valuation knowledge is essential.

-Knowledge of pricing methods in at least 3 asset classes from interest rates, FX, equity, credit, commodities, fixed income

-Experience in applied numerical methods such as Internal Rates of Return, Cash Flow forecast, Net Present Value.

-Strong understanding of econometrics, regression analysis, quantitative methodologies, applied statistical analysis, forecasting.

-Python scripting

-Familiarity with Python Libraries such as Pandas, Jupyter, Matplotlib, XML, Requests Libraries a plus

-Experience with XML beneficial

-Experience with HTTP (Postman, Python Requests) beneficial

Please send your resume to [Login to view email address]

[Login to view contact phone]

Like our page for job updates!

Facebook: https://www.facebook.com/jobvacancyphilpage

Linkedin: https://www.linkedin.com/company/job-vacancy-phil

Spread the word!

DIRECT HIRE

Thank you

#dataanalyst

#marketdataanalyst

#XML

#HTTP

#job

#jobhiring

#jobopening

#jobhiring

#jobopening