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18/10 Soumya Venugopal
Consultant at Ikya Human Capital Solutions Pvt. Ltd

Views:2348 Applications:194 Rec. Actions:Recruiter Actions:31

Quant Analyst - FX/Risk/Trading - IIT (1-3 yrs)

Mumbai Job Code: 117412

ROLE RESPONSIBILITIES

USDINR Forwards:

- Monitoring AGL

- Monitoring the fixing reports and updating the trader about the upcoming fixings.

USDINR Fx Options:

- Option curve updation & Option pricing using that curve.

- Month end option VOL updation (as given by FEDAI).

OIS

- Compiling Risk / Pnl & reconciling Risk / Pnl with the report the next day.

BONDS:

- Compiling Risk / Pnl & reconciling Risk / Pnl with the report the next day.

- Monitoring the upcoming Coupons and updating the trader.

STRUCTURING:

- Flow pricing (simple LTFX / CCS trades) using the curves

- Pricing of complex structures

- Following up on credit charge for the trade

- Assist in preparing the Term sheet

- Track and monitor New deal pnl..

Technical Skills:

- Strong educational background in Engineering/Science (Top tier Institutes – IIT candidates)

- Knowledge of programming skills (VBA, query based language)

- Numerical / quantitative background

Soumya Venugopal

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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