Financial Derivatives Product Analysis & Design

Toronto, ON
Permanent
Full-time

1 month ago

Job Description:About the Role:Grade Level (for internal use): 10The Team:Portfolio Valuations (PV) provides an independent, post-trade valuation service to buy-side institutions globally, covering vanilla and exotic OTC derivatives, cash instruments and structured notes across all asset classes.Responsibilities and Impact:We are looking for a talented and enthusiastic individual with experience in derivative pricing and the related market datasets to be part of a team of analysts that supports the creation, maintenance and delivery of derivatives market data sets and valuations.Perform market data checks, such as vol surface or yield curve checks.Handle complex price challenges and resolve them to the satisfaction of the client, compare prices with vanilla instruments and confirm the accuracy of our pricing models.Conduct coverage checks, confirming whether a particular derivative is covered, and under which instrument type we would price it.Perform booking checks confirming trade data has been captured correctly.Work on projects in Excel, VBA, Python that improve trade processing, calibration sheets, or add bespoke product coverage.Contribute to the design, testing, and enhancement of S&P Global valuation models.What We're Looking For:Basic Required Qualifications:Relevant practical experience (3-5 years)Good degree in a quantitative disciplineGood understanding of OTC derivatives in one or more asset classes: Equity, FX, CommodityMust have general understanding of financial markets and be keen to extend knowledge of OTC derivatives across all asset classesAdditional Preferred Qualifications:Programming experience in SQL, Python, VBAGood understanding of market and reference datasetsMust embrace the importance of high service levels as part of a commercial relationshipKnowledge and experience of and with Monte Carlo methodsAbout S&P Global Market IntelligenceAt S&P Global Market Intelligence, a division of S&P Global we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.For more information, visit .What's In It For You?Our Mission:Advancing Essential Intelligence.Our People:We're more than 35,000 strong worldwide-so we're able to understand nuances while having a broad perspective. Our team is driven by curiosity and a shared belief that Essential Intelligence can help build a more prosperous future for us all.From finding new ways to measure sustainability to analyzing energy transition across the supply chain to building workflow solutions that make it easy to tap into insight and apply it. We are changing the way people see things and empowering them to make an impact on the world we live in. We're committed to a more equitable future and to helping our customers find new, sustainable ways of doing business. Join us and help create the critical insights that truly make a difference.Our Values:Integrity, Discovery, PartnershipThroughout our history, the world's leading organizations have relied on us for the Essential Intelligence they need to make confident decisions about the road ahead. We start with a foundation of integrity in all we do, bring a spirit of discovery to our work, and collaborate in close partnership with each other and our customers to achieve shared goals.Benefits:We take care of you, so you can take care of business. We care about our people. That's why we provide everything you-and your career-need to thrive at S&P Global.Our benefits include:Health & Wellness: Health care coverage designed for the mind and body.Flexible Downtime: Generous time off helps keep you energized for your time on.Continuous Learning: Access a wealth of resources to grow your career and learn valuable new skills.Invest in Your Future: Secure your financial future through competitive pay, retirement planning, a continuing education program with a company-matched student loan contribution, and financial wellness programs.Family Friendly Perks: It's not just about you. S&P Global has perks for your partners and little ones, too, with some best-in class benefits for families.Beyond the Basics: From retail discounts to referral incentive awards-small perks can make a big difference.For more information on benefits by country visit:Global Hiring and Opportunity at S&P Global:At S&P Global, we are committed to fostering a connected and engaged workplace where all individuals have access to opportunities based on their skills, experience, and contributions. Our hiring practices emphasize fairness, transparency, and merit, ensuring that we attract and retain top talent. By valuing different perspectives and promoting a culture of respect and collaboration, we drive innovation and power global markets.Recruitment Fraud Alert:If you receive an email from a spglobalind.com domain or any other regionally based domains, it is a scam and should be reported to . S&P Global never requires any candidate to pay money for job applications, interviews, offer letters, “pre-employment training” or for equipment/delivery of equipment. Stay informed and protect yourself from recruitment fraud by reviewing our guidelines, fraudulent domains, and how to report suspicious activity .Equal Opportunity EmployerS&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, marital status, military veteran status, unemployment status, or any other status protected by law. Only electronic job submissions will be considered for employment.If you need an accommodation during the application process due to a disability, please send an email to: and your request will be forwarded to the appropriate person.US Candidates Only:20 - Professional (EEO-2 Job Categories-United States of America), PDMGDV202.1 - Middle Professional Tier I (EEO Job Group), SWP Priority - Ratings - (Strategic Workforce Planning)Job ID: 324946
Posted On: 2026-03-13
Location: Toronto, Ontario, Canada

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