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The OTC Derivatives Valuation Control Group (VCG) is organized into a team of OTC derivatives valuation and quantitative analysts based in the UK, Dallas, Mumbai, & Singapore. The VCG team provides independent OTC derivatives valuations to institutional clients, asset managers, hedge funds, and insurance companies who have outsourced part or all of their operations to Company. The VCG team provides the primary support and expertise for complex valuations and valuation queries from both internal and external clients. The team functions as the Subject Matter Experts for OTC derivatives valuation, across a wide array of derivative products including rates, credit, equity, FX, inflation, commodity, and volatility / variance swaps.
The team is looking for a Vice President to serve as an OTC Derivatives Subject Matter Expert who has experience in building and maintaining visualizations in Tableau to generate insights from large data sets. This is a unique opportunity to work in a cross-asset environment with exposure to all types of OTC derivatives from vanilla to complex products.
Summary of Responsibilities
· OTC Derivatives Subject Matter Expert is responsible for ongoing initiatives of the VCG team including client engagement & due diligence and valuation backtesting
· Build & maintain KPI dashboards in Tableau and generate insights from large sets of raw input data
· Provide Quality Assurance & testing for new OTC Product offerings & build new valuation trading boards for our system of record
· Lead the team’s efforts for existing and prospective clients, new product launches, client pitches, Audit, Internal Controls, client onboardings, and technology enhancements
· Assist in the production & analysis of OTC derivatives valuations within client portfolios on a daily basis. This will also involve comparing and analyzing OTC valuations across multiple sources and the candidate should be able to quantify – and clearly articulate – any valuation movements through the Greeks
· Establish and develop strong relationships with internal and external clients, other internal stakeholders
· Light travel required (<10%)
· Must have OTC Derivatives valuation knowledge across multiple asset classes, including sensitivity analysis (pv01, delta, gamma, vega, theta, rho, etc,..) and how these are calculated and used to analyze OTC valuations
· Must have experience in building Tableau Dashboards from scratch, including data governance on the underlying input data
· Background in Data Science and Machine learning methods (Python & R) or experience using Drag and Drop coding platforms such as Spotfire, Dataiku, DataRobot, etc. to drive automation of new and existing processes is a plus.
· Must have experience in Bloomberg, Reuters, other trading or risk mgmt platforms
· Prior Middle Office or Trading Desk experience with a background in OTC derivatives, is a plus
· Experience in and comfortable working within a highly controlled, regulated environment
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