Manager - Investment Analysis

Crescendo Global Services
  • Mumbai
  • 10-15 lakh
  • 5-10 years
  • Views
  • 09 Mar 2017

  • Finance/ Accounts

  • Banking - Retail
Job Description

- Evaluation liabilities and assets of different funds on regular basis (may be weekly).

- Calculating various sensitivities of assets and liabilities

- Production of risk report

- Production of standard and bespoke yield curves based on the request from valuation team

- Perform all the activities during scheme take-on process like evaluation of assets, calculation of various sensitivities of scheme liabilities and assets etc.

- Optimize processes such as Liability Valuation Process (Prophet Setup etc.) and Assets Valuation Process.

- Define a process for arriving at an optimum Swap overlay

- Evaluate existing swaps and advice purchase / unwinding depending upon existing market conditions

- Develop various ICA related work like credit spread and default modelling etc.

Are you someone with-

- Mathematics Graduate, either training or qualified for a professional qualification.

- At least 4 years experience of investment analysis

- Exposure to UK insurance company regulations would be an additional advantage.

- Exceptional modeling skills, preferably with expertise in excel, familiarity with VBA and other computer languages.

- Attention to detail and ability to understand the implications to the business of changes in approach/assumptions. Technical knowledge (IFRS/US GAAP)


Competencies/Skill sets for this job

Vba Risk Report Ifrs Gaap Swap

Job Posted By

About Organisation

Crescendo Global Services