The analyst will be responsible for the provision of external price information used across the business. They will be responsible for the upkeep and development of the market curves, and support new trading product rollout implementation. The analyst will also work with QA to monitor and implement volatility and correlation calibration.
- Perform daily validation control of external price information to ensure quality and integrity
- Review and enhance market data system validation performance and liaise with external providers to clear breaks, alerting users to breaks
- Be proactive in the provision of market data, supporting new / existing business requirement in settlement and forward curve construction and calibration
- Ownership of forward curve construction methodology for illiquid markets and perform statistical analysis to establish the proxy curve relationship
- Periodic review of illiquid market curves for valuation appropriateness
- Liaise with IS to get curve methodology and risk configuration implemented in ETRM e.g Endur and EOS
- Provide QA with ongoing monitoring and analysis of volatility and correlation calibration stability
- Improve efficiency by challenging processes and procedures
- Bachelor's Degree in a quantitative discipline
- Preference will be given to candidates with some previous experience in market data related to middle office roles, fundamental analysis or independent price verification.
- Experience in market data such as Heren, Argus, ICE, Platts, etc
- A good working knowledge of gas, power and oil derivative products.
- Familiar with market curve construction and methodology
- Capable of understanding and interpreting technical documentation on new products and models
- Strong analytical skills and proficient PC skills, including Microsoft Excel to VBA level
- Lateral thinking and good problem solving
- Motivation to change and improve existing processes
- Control-minded with strong attention to detail
- Strong written and oral communication skills
- Ability to work effectively as a member of the team or independently
- Effective in managing relationships at all levels
- Ability and willingness to adapt to new challenges in a dynamic environment with shifting priorities