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02/04 Anshul Bhardwaj
Consultant at Michael Page

Views:3005 Applications:22 Rec. Actions:Recruiter Actions:9

AVP - Structured Trade Review - Product Control - CA - BFSI (5-10 yrs)

Chennai Job Code: 322036

AVP - Structured Trade Review

Reporting to the VP- product Control, your major responsibilities would be :

- Perform Structured Trade review for exotic equity derivative deals trading OTC and ensure the traded economic and non-economic aspects and ensure the pay-off profiles are in sync

- Understanding the trade lifecycle through continuous interaction with internal partners - traders, sales, middle office

- Review structured products including Callable Notes, Interest Rate Swaps, Warrants and Equity Linked Notes, Variance/Volatility Swaps, Share Accumulator/Decumulators, Barrier/Knock-In & Out Options, Volatility Target Index using Monte Carlo Simulation

- Documentation of booking flows

- Publish daily and weekly operational reports and update the model documents citing examples of different scenarios

- Analysis of trade bookings, valuation models used, market data and generation of risk

Required Candidate Profile :

- Chartered Accountant (CA) is a must with 5 plus years experience in the product control space and structured deal review

- Strong understanding in pricing models with a greater stress on understanding of parametric inputs

- Strong technical knowledge of the asset classes

- Hands on experience with Bloomberg and Reuters in key markets data sets & using pricing functions

- Strong hands on experience with MS Excel financial functions such as VBA,SQL and experience in writing macros

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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