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Derivative Valuation Analyst

Derivative Valuation Analyst
Tennessee, US
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Job Description

About AB

We are a leading global investment management firm offering high-quality research and diversified investment services to institutional clients, retail investors, and private-wealth clients in major markets around the globe. With over 4,000 employees across 57 locations operating in 26 countries and jurisdictions, our ambition is simple: to be the most trusted investment firm in the world. We realize that it's our people who give us a competitive advantage and drive success in the market, and our goal is to create an inclusive culture that rewards hard work.

Our culture of intellectual curiosity and collaboration creates an environment where you can thrive and do your best work. Whether you're producing thought-provoking research, identifying compelling investment opportunities, infusing new technologies into our business or providing thoughtful advice to our clients, we are fully invested in you. If you're ready to challenge your limits and empower your career, join us!

Job Description Summary

We are seeking a Nashville based Derivative Valuations Analyst to join our Pricing & Valuations Team in Global Technology & Operations.

Role Description

A Nashville based Pricing & Valuation Analyst will work closely with the Derivative Operations Middle Office and Portfolio Management teams to independently and accurately calculate an end of day valuation for OTC Derivatives.

Key job responsibilities include, but are not limited to

  • Run daily derivative pricing processes and reports for internal pricing systems and custodians within strict deadlines.

  • Validate daily automated pricing across all derivatives; investigate missing, stale and outside of tolerance levels and raise to an appropriate internal or external stakeholders in a timely fashion.

  • Be a primary point of contact for derivative valuation issues responding to inquiries from both internal (Operations, Pricing Oversight, Risk, Front Office, Audit) and external (Vendors, Custodians, State Street IMS, Audit) client inquiries and respond in timely, detailed, and professional manner.

  • Work very closely with IT, Portfolio Managers, Risk and External Vendors to develop enhancements and applications to continually improve pricing process.

  • Implement and continuously improve internal standards and controls to ensure timely and accurate pricing.

  • Reflect market and regulatory changes impacting the derivatives in daily pricing processes.

  • Search and implement the low cost reliable second source pricing measures to enhance the existing Quality Control.

Job Qualifications , Experience, Education

  • Excellent communication skills - both written and verbal

  • 2+ years of experience with derivatives products in operations or pricing.

  • Bachelor in Business, Finance, Economics or STEM field

  • The candidate must be analytical with strong attention to detail, work well under pressure and can handle multiple tasks in a fast-paced environment.


  • Knowledge of VBA/Python is desirable

Special Knowledge

  • Knowledge of Bloomberg and Calypso is a plus
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