CHICAGO MERCANTILE EXCHANGE – $91,624.00/Year

Masters degree or foreign equivalent degree in Mathematics, Statistics, Finance, Mathematical Finance, Financial Engineering or a related field, and one 1 year of work experience as a Pricing and Valuation AnalystAssociate or related occupation.br br Must have one 1 year of experience withinbr br Derivatives i.e. IRS, CDS, FX, Swaptions, andor Energy pricing;br Derivatives and fixed income securities;br C and VBA;br Interest rate curve construction, interpolation methods used, bootstrapping methodologies, and volatility surface calibration;br Databases, including Oracle, data cleansing methodologies, and data transfer processes; andbr Reuters and Bloomberg API.br br Up to 10 national and international travel may be required.