Financial Derivatives Product Analysis & Design

Ihs Markit Canada Ulc; Toronto; On-site; CAD 80,000 - 100,000; Full time

Job summary

A financial services provider is seeking an experienced professional in Toronto. The role focuses on derivative pricing and involves performing market data checks, handling pricing challenges, and ensuring data accuracy. Candidates should have a solid background in quantitative disciplines and experience with OTC derivatives. A good understanding of financial markets is essential. Competitive benefits and a supportive work environment are offered.

Benefits

Health care coverage

Generous time off

Access to learning resources

Qualifications

• 3-5 years of relevant practical experience.
• Good understanding of OTC derivatives in one or more asset classes.
• General understanding of financial markets.

Responsibilities

• Perform market data checks such as vol surface or yield curve checks.
• Handle complex price challenges and resolve them to client satisfaction.
• Conduct coverage checks confirming derivative coverage.

Skills

Derivatives pricing

Market datasets

Excel

Python

Education

Good degree in a quantitative discipline

Tools

SQL

Python

Job description

About the Role

Grade Level (for internal use) :

10

The Team

Portfolio Valuations (PV) provides an independent post-trade valuation service to buy-side institutions globally covering vanilla and exotic OTC derivatives cash instruments and structured notes across all asset classes.

Responsibilities and Impact

We are looking for a talented and enthusiastic individual with experience in derivative pricing and the related market datasets to be part of a team of analysts that supports the creation maintenance and delivery of derivatives market data sets and valuations.

• Perform market data checks such as vol surface or yield curve checks.
• Handle complex price challenges and resolve them to the satisfaction of the client; compare prices with vanilla instruments and confirm the accuracy of our pricing models.
• Conduct coverage checks confirming whether a particular derivative is covered and under which instrument type we would price it.
• Perform booking checks confirming trade data has been captured correctly.
• Work on projects in Excel VBA Python that improve trade processing calibration sheets or add bespoke product coverage.
• Contribute to the design and testing of S&P Global valuation models.

What Were Looking For

Basic Required Qualifications :

• Relevant practical experience (3-5 years)
• Good degree in a quantitative discipline
• Good understanding of OTC derivatives in one or more asset classes
• Must have general understanding of financial markets and be keen to extend knowledge of OTC derivatives across all asset classes.

Additional Preferred Qualifications :

• Other programming experience in any language e.g. SQL Python
• Good understanding of market and reference datasets
• Must embrace the importance of high service levels as part of a commercial relationship

About S&P Global Market Intelligence

At S&P Global Market Intelligence a division of S&P Global we understand the importance of accurate deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions partnering with customers to expand their perspective operate with confidence andmake decisions with conviction.

For more information visit In It For You

Our Purpose

Progress is not a self-starter. It requires a catalyst to be set in motion. Information imagination people technologythe right combination can unlock possibility and change the world.

Our world is in transition and getting more complex by the day. We push past expected observations and seek out new levels of understanding so that we can help companies governments and individuals make an impact on tomorrow. At S&P Global we transform data into Essential Intelligence pinpointing risks and opening possibilities. We Accelerate Progress.

Our People

Were more than 35000 strong worldwideso were able to understand nuances while having a broad perspective. Our team is driven by curiosity and a shared belief that Essential Intelligence can help build a more prosperous future for us all.

From finding new ways to measure sustainability to analyzing energy transition across the supply chain to building workflow solutions that make it easy to tap into insight and apply it. We are changing the way people see things and empowering them to make an impact on the world we live in. Were committed to a more equitable future and to helping our customers find new sustainable ways of doing business. Were constantly seeking new solutions that have progress in mind. Join us and help create the critical insights that truly make a difference.

Our Values

Integrity Discovery Partnership

At S&P Global we focus on Powering Global Markets. Throughout our history the worlds leading organizations have relied on us for the Essential Intelligence they need to make confident decisions about the road ahead. We start with a foundation of integrity in all we do bring a spirit of discovery to our work and collaborate in close partnership with each other and our customers to achieve shared goals.

Benefits

We take care of you so you cantake care of business. We care about our people. Thats why we provide everything youand your careerneed to thrive at S&P Global.

Our benefits include :

• Health & Wellness: Health care coverage designed for the mind and body.
• Flexible Downtime: Generous time off helps keep you energized for your time on.
• Continuous Learning: Access a wealth of resources to grow your career and learn valuable new skills.
• Invest in Your Future: Secure your financial future through competitive pay retirement planning a continuing education program with a company-matched student loan contribution and financial wellness programs.
• Family Friendly Perks: Its not just about you. S&P Global has perks for your partners and little ones too with some best-in class benefits for families.
• Beyond the Basics: From retail discounts to referral incentive awards—small perks can make a big difference.

For more information on benefits by country visit : Hiring and Opportunity at S&P Global :

At S&P Global we are committed to fostering a connected andengaged workplace where all individuals have access to opportunities based on their skills experience and contributions. Our hiring practices emphasize fairness transparency and merit ensuring that we attract and retain top talent. By valuing different perspectives and promoting a culture of respect and collaboration we drive innovation and power global markets.

Recruitment Fraud Alert

If you receive an email from a domain or any other regionally based domains it is a scam and should be reported to . S&P Global never requires any candidate to pay money for job applications interviews offer letters pre-employment training or for equipment / delivery of equipment. Stay informed and protect yourself from recruitment fraud by reviewing our guidelines fraudulent domains and how to report suspicious activity here.

Equal Opportunity Employer

S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race / ethnicity color religion sex sexual orientation gender identity national origin age disability marital status military veteran status unemployment status or any other status protected by law. Only electronic job submissions will be considered for employment.

If you need an accommodation during the application process due to a disability please send an email to : and your request will be forwarded to the appropriate person.

US Candidates Only : The EEO is the Law Poster discrimination protections under federal law. Pay Transparency Nondiscrimination Provision - - Professional (EEO-2 Job Categories-United States of America) PDMGDV202.1 - Middle Professional Tier I (EEO Job Group) SWP Priority Ratings - (Strategic Workforce Planning)

Key Skills

Quality Assurance,Production Budgets,Production Schedules,Social Platforms,Content Development,Personnel Management,Client Relationships,Project Management,Control Room,Creative concepts,Newsgathering,Show Content,Video production,Content Reviews

Employment Type

Full-Time

Experience

years

Vacancy

1