Candidates interested in joining the Valuation and Risk Analytics team typically possess a technical background, often holding qualifications in Mathematics, Physics, or Engineering. An eye for detail, extensive knowledge of OTC derivatives across various asset classes, and an understanding of risk and valuation calculations are essential for success in this role.

Roles/Responsibilities

This team serves as the primary point of contact for delivering Valuation, IM, and Counterparty Credit Risk Analytics services to clients.
Every team member in the Valuation and Risk Analytics group engages in a variety of tasks, which include regular communication with clients and business partners while sharing external information with other stakeholders.
Effectively mapping and reconciling cash flow structures and trade valuations.
Addressing client-specific requests, such as assisting with tailored data interpretation.
Supporting clients by investigating unexpected results or failed calculations, identifying data issues, discussing changes to trade portfolios, and interpreting results.
Engaging directly with clients and prospects to ensure effective and efficient use of services.
Clarifying basic model assumptions and underlying ideas of calculations to clients and prospects.
Assisting in sales activities upon request from the Sales team, offering technical expertise.

Required skills

Solid understanding of OTC derivative products and the characteristics that differentiate various types of trades.
Knowledge of valuation calculation and risk measures associated with OTC derivatives.
Proficiency in standard applications (such as Excel) and familiarity with one or more coding languages (e.g., Python) is advantageous but not mandatory.

About our client

A leading global financial vendor offering a diverse set of financial solutions and products to financial institutions in Japan.