Manager - QMO - Investment Bank - IIT/NIT/IIM/XLRI/FMS

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