Need candidate from Tier 1 colleges
Mandatory experience in Middle office QMO (please share experience in the same while forwarding the profile)
Strong knowledge of market & credit risk
knowledge of Counter-party Credit Risk, CVA and Basel III/ RWA of the OTC derivatives is also preferred.
Past experience with OTC Derivatives market( CSA Netting, ISDA, CCPs etc)
Strong technical skills including experience using MS Office, SQL, Visual Basic, Python would be a plus;
Experience handling large amount of data
Knowledge or experience with trading products in capital markets:
Knowledge of: Fixed Income Modeling. Pricing derivative products like Futures, Options, Indexes, CDS, CDO, FRAs, SWAPs, SWAPTIONs, CAPs/FLOORs.
Knowledge of Financial Risk Management: Credit Risk Model, Value at Risk. Knowledge of Interest Rates, Credit spreads, bond pricing, etc.
Should be working with Investment Banking Org