Team Manager - Valuations

Transgnx HR Solutions
  • Pune
  • Confidential
  • 8-15 years
  • 78 Views
  • 01 Jun 2015
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  • Operations

  • Investment Banking
Job Description

JD

* Candidate should have worked on Model Validation and "Rates" products.

* 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.

* Should have worked any of the models

SABR Model

LMM / BGM Models

CMS

Bermudans

CDRAN

PRDC

Libor Exotics






Competencies/Skill sets for this job

Valuations Model Validation Fixed Income Variances

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Transgnx HR Solutions