OTC Derivatives Valuation Analyst (Mid-Office)

Citigroup Inc.; Dublin; Hybrid; EUR 55,000 - 75,000; Full time

Job summary

A leading financial services company in Dublin is seeking a skilled professional to join their OTC Derivatives Middle Office team. The role involves producing valuations, supporting client migrations, and collaborating on quantitative projects. Candidates should have a Bachelor's degree in a financial discipline and strong technical skills in MS Excel and VBA. This position offers a hybrid working model with competitive benefits.

Benefits

Competitive base salary

Hybrid work model

Comprehensive benefits package

Qualifications

• Prior experience working in a quantitative role.
• Excellent verbal and written communication skills in English.
• Readiness to work during public holidays on a rotational basis.

Responsibilities

• Support daily production of valuation tasks including market data scrubbing.
• Collaborate on quantitative projects and testing new products.
• Act as the Subject Matter Expert for compliance-related tasks.

Skills

Quantitative analysis

Valuation methodologies

MS Excel

VBA

SQL

Education

Bachelor’s degree in Mathematics, Quantitative Finance, Statistics, Economics, Engineering

Tools

Bloomberg

S&P Global Markit PV

Calypso

ICE SuperDerivatives

TriOptima

Job description

A leading financial services company in Dublin is seeking a skilled professional to join their OTC Derivatives Middle Office team. The role involves producing valuations, supporting client migrations, and collaborating on quantitative projects. Candidates should have a Bachelor's degree in a financial discipline and strong technical skills in MS Excel and VBA. This position offers a hybrid working model with competitive benefits.