Pricing & Valuation Analyst

The Pricing and Valuation Analyst leads the daily OTC settlement process and focus on certain OTC products, including IRS, FX, CDS and swaption. The incumbent also takes an independent role in at least one of the research projects, such as, data mining, new product launching, settlement system design and calibration etc. They will work with the operation team to help client understand the CME OTC pricing and valuation.

Principal Accountabilities:
- Addresses client pricing inquiry
- Leads Daily OTC Settlement
- Participates independently in research projects

Software Skills and Requirements:
- Bachelors Degree: Math Finance, Applied Mathematics, or Financial Engineering
- 0 to 3+ Years Relevant Experience
- C#/C++, Matlab, SQL