* 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.