Valuation Expert - OTC-Derivatives and Complex Products

Universal Investment; Frankfurt; Vor Ort; Teilzeit

Zusammenfassung

A financial services firm in Frankfurt is seeking a Pricing Data Team member to handle price valuation and validation tasks. The role includes setting up new pricing routines, handling OTC derivatives, and supporting audit tasks. Candidates should have extensive experience in price valuation and familiarity with tools like Xentis and Bloomberg. The position offers a dynamic working environment, high degree of independence, and flexibility in working hours including part-time options.

Leistungen

Challenging tasks

Friendly working environment

Home office arrangements

Free Deutschland ticket

Interesting discounts

Qualifikationen

• Several years of professional experience in price valuation and validation.
• Experience with pricing model evaluations.
• Ability to teach, train, and support colleagues.

Aufgaben

• Valuate and validate exchange traded derivatives and OTC-derivatives.
• Setup new pricing routines and manage IT-requirements.
• Represent Pricing Data in New-Product-Process.

Kenntnisse

Price valuation and validation

Pricing model evaluations

Microsoft Office (Excel)

Knowledge of process management

Customer orientation

Teaching and training abilities

Ausbildung

CFA, FRM or similar

Tools

Xentis

Bloomberg

Matlab

Jobbeschreibung

Grow with us!

We are currently looking for a colleague to join our Pricing Data Team that is a part of our Data Management Operations Department. We are responsible for asset pricing in all UI’s fund portfolios to ensure a correct and punctual NAV calculation on a daily basis.

Your tasks and responsibilities :

• All tasks in daily business on valuating and validating exchange traded derivatives, OTC-derivatives, calculated fixed income products, complex products, etc.
• Setup new pricing routines for derivatives and OTC-products and manage dedicated IT-requirements and optimization of existing pricing routines
• Represent Pricing Data in New-Product-Process including independent decisions on valuation tasks of OTC- and complex products
• Responsibility for all documentations with respect to internal and external requirements, supporting on audit tasks
• Support on release testing for the systems Xentis, Ratex and APEX Pricer to ensure that pricing models still work as required
• Manage allocating pricing processes to sub-team members and workload, training requirements and absence coverage within sub-team, including colleagues from Matrix-Team Krakow

Your skills and experience :

• Several years of professional experience in the field of price valuation and validation
• Experience with pricing model evaluations
• Additional qualifications like CFA, FRM or similar
• Experience in dealing and using Microsoft Office (especially Excel) and systems of market data providers, e.g. like Bloomberg, fund accounting system Xentis and Matlab for asset calculation
• Knowledge of process management, as well as in the management of requirements and projects (technical conception, testing, error management, etc.)
• Ability to work in a team, high motivation, the ability to work independently and a pronounced customer orientation
• Ability to teach, train and support other colleagues in their efforts to improve their skills

What we offer :

• An exciting working environment and challenging tasks
• Extensive insight into the European fund industry
• Friendly, international and goal-oriented working environment
• High degree of independent work
• Interesting discounts
• Free Deutschland ticket
• Attractive home office arrangements and working time flexibility
• Part-time working possibility available (min. 80%)