ABOUT OUR GLOBAL COMPANY
We are the world’s leading provider of market data, news and industry information for professionals within four industries: Financial & Risk, Tax & Accounting, Legal and News & Media.
| || || |
WE ARE LOOKING FOR A NEW COLLEAGUE:
Quantitative Derivatives Evaluator
YOU AND YOUR TEAM:
The Thomson Reuters Pricing Service Derivatives team is responsible for providing an independent derivatives valuation service.
The team is also focusing on analyzing and resolving all price challenges including any price discrepancies between counterparties and our independent evaluations.
WHY IS THIS JOB IMPORTANT?
The Quantitative Derivatives Evaluator manages clients’ derivatives portfolios for clients across the EMEA region. In this role, the Candidate will : Be familiar with the different pricing models and parameters in order to set up derivatives clients’ portfolios Deliver clients evaluations portfolios based on best methodologies and practices for a large volume of trades and various payoffs Test new models and software upgrades as necessary As sales is the growth engine of our business, the Quantitative Derivatives Evaluator will support sales in any derivatives queries and clients’ meetings.
SOME OF THE DAILY TASKS YOU WILL PERFORM:
- The candidate will have a dedicated derivatives portfolio
- The candidate will get price challenges to analyze and reply back within the expected time frame
- Working time: flexible between 9:30 - 18:30 with 1 hour lunch break
- During the first weeks:
- The candidate will be trained for two months on the various evaluations tools and financial libraries in order to gain strong knowledge on the different derivatives asset types such as Equity, Interest Rates, FX, Inflations, Credit and Hybrids. The candidate will learn the models, parameters, numerical methods and full workflow from structuring to delivery.
WHAT DO YOU NEED TO BRING?
- Degree in finance or related field.
- English fluency is a must. French is a plus
- Well rounded knowledge of financial markets in general. Experience working with vanilla and complex derivatives is a plus.
- Ability to independently research and apply complex concepts in a real-world context. Must be self-motivated and have the ability to learn quickly and operate under tight time constraints. Strong problem solving skills are crucial.
- Good verbal & written communication skills. Must have the ability to explain the evaluation methodology and processes to customers.
YOU WILL BE EVEN MORE COMPETITIVE IF:
- Experience working in a global matrix environment
- Knowledge and experience in evaluations of Derivatives such as IRS, CDS, Equity and FX Options and more complex asset types such as Autocall, Worst of/Best of, Variance and Volatility swaps.
- Ability to communicate and speak French.
- Competitive salary and stable, permanent employment
- Flexibility and home-office opportunities
- Range of development opportunities through traditional trainings, on-site and international projects
- Thorough on boarding program to get you prepared for daily work
- A chance to excel English skills on daily basis
- Access to Thomson Reuters products with real-time economic and market data
- High standards of ethics in the workplace
- Wellbeing scheme including private healthcare, Multisport card, weekly fruit days and more than 10 sport teams to join
- Extra 5% of your salary to invest in funds and secure your future
- Free yoga classes and trainings with physiotherapist in the office
- 10 minute walk to the seaside
- colleagues from over 40 countries
- access to real-time economic and stock data
- training and certification opportunities
- extra 5% of salary in retirement plan
- 100% paid sick leave
- private healthcare and wellbeing scheme
- referral bonus
| || || |
10 minute walk to
over 40 countries
access to real-time
| || || || || || || |
extra 5% of salary
in retirement plan
100% paid sick leave