Team Lead at People Prime Worldwide
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Manager - QMO - Investment Bank - IIT/NIT/IIM/XLRI/FMS (4-7 yrs)
One of our leading Investment banking clients is looking for Manager role who has good work experience in Fixed income modeling and pricing for both Gurgaon and Hyderabad.
Designation : Manager (IC)
Experience : 4 - 7 Years relevant experience
Skillset : Fixed income modeling, Pricing and bonds
Qualification : Should be from Tier 1 Management colleges in Regular mod or Tier 1 engineering colleges
Location : Gurgaon / Hyderabad
Requirements :
- 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.
- Strong knowledge of market & credit risk.
- CVA Daily P&L Explains and Risk Analysis
- Review and validate daily inputs into CVA calculation
- Daily CVA Risk Reports & PNL generation
- Explain the daily P&L movement of CVA
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