SME/ TL/ SDM - Valuations

Transgnx HR Solutions
  • Mumbai, Pune
  • Confidential
  • 3-10 years
  • 258 Views
  • 30 May 2015
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  • Investments, Risk Management, Finance/ Accounts

  • Investment Banking, KPO/ Analytics, Banking - Corporate
Job Description

Key Responsibilities:


* Understand and implement the price testing methodology; suggesting improvements and efficiencies where possible.

* Ability to communicate, explain variances and investigate issues autonomously.

* Review and maintain a strong control environment by performing a thorough review of processes.

* Ability to work in a fast paced environment, produce deliverables on timely basis and in an efficient manner.

* Strong knowledge of fixed income products, market conventions and discounting.

* Understanding of curve construction methodologies and approaches.

* The role requires liaison with risk, onshore Valuations and reporting teams.

Requirements / Qualifications:

The ideal candidate will combine the following skill sets and or qualifications:

* Strong mathematical/analytical ability (Masters in finance related subject desirable)

* Good knowledge/experience in pricing of fixed income products.

* Familiarity with derivative and interest rate instruments.

* Computing skills including strong Excel skills, (VBA -- advantageous)

* Experience with Quants background

* Experience in using Reuters/Bloomberg advantageous.

* Strong communicator, with a strong understanding of the valuation of exotic interest rate products like Bermudans, Quantos, CMS, CDRAN

* Understanding of the relationships between Product Control and Valuations.

* Understand the pricing of exotic interest rate products

* Have previous experience working on Models like SABR, LMM / BGM.

* Exposure of working with Model Validation team, Rates Pricing Team is not mandatory but will be beneficial.



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Transgnx HR Solutions