Valuation and risk assessment of investment portfolios, including commercial and residential mortgages, securitized products, credit derivatives, corporate and municipal bonds
Assistance to clients in developing action strategies to address balance sheet challenges of a capital markets nature
Specialized asset disposition services - typically for distressed portfolios in long-term workout Key responsibilities:
Work with a team of analysts within the Analytics group in India in the valuation and risk management of portfolios of Structured Finance securities.
Develop customized models for exotic positions and present the results to Portfolio Managers.
Propose buy/sell recommendation in line with the investment plan and regulatory concerns of the client.
Liaise with other analysts, developers and financial modelers in enhancing our proprietary credit models, reporting and analysis
A Bachelors degree in Engineering, Economics, Computer Science or Mathematics from a reputed institute a must
CFA/FRM/MBA is a plus
A Good Understanding of Fixed Income Securities, Bond Portfolio Management and Securitized Products will be a huge plus.
Be able to work and deliver under minimal supervision/independently
Financial Modeling using Excel & VBA
Statistical Analysis using SAS
Working Knowledge of SQL
Exposure to Unix