Key Responsibilities
• Monitor, maintain and calibrate pricing models
• Investigate and resolve deviations model variations from market observations
• Assist with the valuation of esoteric / illiquid assets
• Prepare documentation to support the pricing evaluation process and enable hand-over between regions • Development of pricing models within an application development framework
ResponsibilitiesSkills / Experience
• Essential
o Proven background in maintaining accurate pricing of financial derivatives
o Proven background in pricing at least one asset class
o Data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will affect valuations
o Experience in working within real-time event driven environments (as opposed to daily snapshots)
o Experience of regular use of terminals such as BBG and Reuters including: ▪ Data access via excel/APIs
▪ Front-end usage o Technical experience of working with data and building data comparisons
o Essential Languages: Python, Java or C++ (Intermediate level on at least one)
• Desirable
o Background with multiple asset classes is an advantage
o Previous exposure to: ▪ Pricing models
▪ Electronic Trading Systems & Execution Platforms
Skills Required
- Proven background maintaining accurate pricing of financial derivatives
- Proven background pricing at least one asset class
- Knowledge of data sourcing, asset pricing, and valuation, including how market and asset data affect valuations
- Experience working in real-time event-driven environments rather than daily snapshot environments
- Regular use of Bloomberg and Reuters terminals, including data access through Excel or APIs
- Technical experience working with data and building data comparisons
- Intermediate proficiency in Python, Java, or C++
- Experience with multiple asset classes
- Previous exposure to pricing models
- Previous exposure to electronic trading systems and execution platforms
What We Do
Cantor Fitzgerald is a leading global financial services firm, serving clients from over 30 offices around the world. Founded in 1945 as a securities brokerage and investment bank, the firm pioneered computer-based bond trading, built one of the broadest distribution networks in the industry and became the market’s premier dealer of government securities. Today, Cantor Fitzgerald is known for its strength across a diverse array of businesses, including equity and fixed income capital markets, investment banking, commercial real estate finance and services, prime brokerage, asset management and wealth management, and e-commerce and online ventures. In all its businesses, the firm is an acknowledged leader in developing advanced technologies to expand market access, and help clients achieve their most important financial and strategic objectives. This commitment to client-centered innovation has led to enduring relationships with many of the world’s most demanding institutional investors and corporations. For more information please visit www.cantor.com.
