OTC Derivatives Pricing Analyst

AllianceBernstein; Nashville (TN); On-site; USD 70,000 - 110,000; Full time

Job summary

AllianceBernstein in Nashville is seeking a Derivative Valuations Analyst to lead the daily pricing of complex OTC derivatives. You will validate models, investigate data anomalies, and coordinate with Operations, Portfolio Management, Risk, and IT to deliver accurate valuation data for investment decisions.

The role emphasizes proactive ownership, clear communication, and the use of tools like Excel, Python or VBA to streamline workflows.

Qualifications

• Bachelor’s degree in Mathematics, Engineering, Computer Science or Quantitative Finance.
• 0–4 years of OTC pricing, operations or middle-office experience.
• Strong accuracy and ability to validate data under daily deadlines.
• Ability to explain pricing/data issues clearly to diverse audiences.
• Curiosity to test systems and understand underlying mechanics beyond checklists.
• Initiative to resolve issues and propose durable solutions.

Responsibilities

• Validate models across all OTC products and confirm pricing accuracy.
• Investigate data anomalies and communicate findings to stakeholders.
• Maintain internal controls by tracking market events and regulatory changes.
• Compare data from secondary sources and external vendors for quality checks.
• Leverage Python or VBA to automate routine tasks and improve workflows.
• Model, test, and validate new OTC markets, vendors, strategies, and instruments.

Skills

Attention to detail

Clear communication

Intellectual curiosity

Proactive ownership

Education

Bachelor’s degree in Mathematics, Engineering, Computer Science, Quantitative Finance

Tools

Excel

Python

VBA

Bloomberg

Job description

AllianceBernstein in Nashville is seeking a Derivative Valuations Analyst to lead the daily pricing of complex OTC derivatives. You will validate models, investigate data anomalies, and coordinate with Operations, Portfolio Management, Risk, and IT to deliver accurate valuation data for investment decisions.

The role emphasizes proactive ownership, clear communication, and the use of tools like Excel, Python or VBA to streamline workflows.