Derivative Valuation Analyst

About the role

AllianceBernstein is looking for a proactive, detail-oriented Derivative Valuations Analyst to manage the daily pricing of its complex OTC derivatives. The role sits at the intersection of Operations, Portfolio Management, Risk and IT, giving global investment teams the accurate valuation data they need to make decisions. It is the engine of the OTC daily pricing operations, focused on validation, investigation of data anomalies and clear communication across teams.

Key responsibilities

• Manage the daily derivative pricing process by validating models across all OTC products, catching exceptions and resolving discrepancies before they reach investment teams or external clients.
• Serve as the primary contact for daily pricing questions and explain unusual data to Portfolio Managers, Risk, Audit and external partners.
• Track market events and regulatory shifts to maintain the integrity of internal controls and compliance standards.
• Work with secondary pricing sources and external vendors such as Bloomberg to compare data and ensure quality controls.
• Use tools such as Python or VBA to automate repetitive tasks and improve workflow efficiency.
• Model, test and validate new OTC markets, vendors, strategies and instruments as they are onboarded.

Required profile

• Bachelor's degree in Mathematics, Engineering, Computer Science or Quantitative Finance.
• 0 to 4 years of experience in OTC pricing, operations or middle-office roles.
• Attention to detail and ability to execute detailed validations under strict daily market deadlines.
• Clear communication: explaining complex pricing or data issues simply to varied audiences.
• Intellectual curiosity and proactive ownership: questioning how systems and models work and proposing practical workarounds while suggesting long-term solutions.

Required skills

• Advanced Excel is mandatory.
• Familiarity with Python or VBA is needed but not required on day one.
• Prior exposure to Bloomberg, ICE IPA, Calypso or SIM Corp is a distinct advantage.