Chatham Financial's Derivative Valuations Practice needs to support the Financial Risk Advisory team by tackling complex client requests and developing standardized, efficient solutions for recurring needs, leveraging deep expertise in derivatives and financial markets to deliver custom valuations and help clients better understand their derivative valuations and financial risks.
Requirements
- Excel and programming concepts essential
- experience with Python, SQL Server, VBA, virtualization (e.g. Docker) is a plus.
- Strong quantitative skills; good foundations in math/statistics/financial engineering.
- Familiarity with technology; comfort using technology to build efficient analytic solutions.
- Knowledge of derivatives is a plus; prior desk quant experience in commodities, inflation, or treasury markets is also beneficial.
Responsibilities
- Research and build valuation models for derivatives across interest rate (IR), foreign exchange (FX), and commodities.
- Respond to client questions on Chatham’s pricing methodology and models; often involving in-depth dives into valuation models and clearly explaining findings.
- Build tools to enhance product offerings and help consultants deliver those offerings at scale.
- Participate in the month‑end process: provide custom valuations for clients’ exotic derivatives that aren’t covered by their standard platform.
- Deepen knowledge of U.S. and international capital markets and derivative instruments.
- Conduct analyses for clients to identify sources of financial risk and propose mitigation strategies.
- Serve as a subject matter expert (SME) for other teams in valuation, modeling, analysis, and capital markets.
Other
- 3-5 years of experience in a technical role (finance, engineering, programming, etc.).
- Strong communication and interpersonal skills; ability to interact with internal and external stakeholders.
- BA/BS required (engineering, mathematics, computer science, finance, economics preferred). Advanced degree is a plus.
