Derivative Analyst

R.W. Mercer Co.; Philadelphia (Philadelphia County); Remote; USD 70,000 - 100,000; Full time

Job summary

A leading finance company seeks a Remote Derivative Analyst to evaluate and report on derivative instruments. The role involves risk analysis, regulatory compliance, and collaboration with multiple teams, requiring strong analytical skills and a bachelor's degree in a related field. Experience with financial tools and derivatives is essential for success in this position.

Qualifications

• 2 years experience working with derivatives in a financial institution.
• Detail-oriented with strong problem-solving and communication skills.
• Ability to work independently and collaboratively in a remote environment.

Responsibilities

• Monitor and analyze derivative positions across asset classes.
• Assist in pricing, valuation, and risk analysis.
• Prepare daily, weekly, and monthly reports for stakeholders.

Skills

Analytical skills

Quantitative skills

Problem-Solving

Communication

Education

Bachelors degree in Finance, Economics, Mathematics

Masters or CFA

Tools

Excel

VBA

Python

SQL

Bloomberg

Calypso

Murex

Job description

As a Remote Derivative Analyst, you will play a key role in analyzing, managing, and reporting on derivative instruments, including options, futures, forwards, and swaps. You will be responsible for evaluating derivative positions, calculating risk exposures, and ensuring compliance with financial regulations and internal controls.

In this role, you will work closely with trading, risk management, accounting, and compliance teams to support the accurate valuation, settlement, and lifecycle management of derivative products across multiple asset classes. You will utilize financial models and systems to assess market trends, validate pricing data, and ensure derivatives are properly recorded in financial statements and risk reports.

You will also be involved in margin and collateral analysis, support regulatory reporting (e.g., Dodd-Frank, EMIR), and help optimize hedging strategies. Strong analytical and quantitative skills, attention to detail, and a thorough understanding of derivative markets are essential for this position.

Key Responsibilities:

Monitor and analyze derivative positions across asset classes (e.g., equity, fixed income, FX, commodities)

Assist in pricing, valuation, and risk analysis using financial models and third-party systems

Perform P&L attribution, sensitivity analyses, and scenario testing

Reconcile trade data, validate counterparty agreements, and ensure compliance with regulatory requirements

Collaborate with trading, operations, and accounting teams on trade lifecycle events (e.g., resets, settlements, novations)

Support collateral and margin management processes

Prepare daily, weekly, and monthly reports for stakeholders and regulatory bodies

Conduct research on market movements and their impact on derivatives portfolios

Required Qualifications:

Bachelors degree in Finance, Economics, Mathematics, or a related field (Masters or CFA a plus)

2 years of experience working with derivatives in a financial institution, asset manager, or clearing firm

Strong understanding of derivative products and financial markets

Proficiency in Excel, VBA, and experience with data tools (e.g., Python, SQL) or analytics platforms (e.g., Bloomberg, Calypso, Murex)

Familiarity with risk concepts such as Delta, Gamma, VaR, and Greeks

Detail-oriented with strong problem-solving and communication skills

Ability to work independently and collaboratively in a remote environment.