Sr Analyst/Associate - Structured Finance - Investment Bank

Responsibilities / Tasks:

- Independent Price Verification of the vanilla and structured credit products

- Conduct portfolio review and explain portfolio risk drivers and provide meaningful insights into business performance

- Ensure portfolio compliance to current credit policy. Ensure appropriate reserves are taken against the underlying risk parameters

- Discuss price testing results, fair value and model reserves, general modeling issues/ uncertainties with Front Office and reporting on suitability for specific products / markets

- Generate valuation reports as well as ad-hoc analysis on portfolio for Senior GVG and trading desk Management

- Prudent Valuation building frameworks to assess prudent valuation within the Correlation portfolios

- Develop in-depth understanding of complex structures, portfolio risk and underlying model risk parameters

- Model Control applying model limitations to the portfolio via Fair Value Adjustments

- Liaising with different team to resolve valuation/ system issues

- Prepare MIS pack presentation and report the same to senior GVG Management, Front Office, Risk Management and Finance

- Take ownership of the process and models, thoroughly understand the underlying financial and mathematical concepts, make change / improvements in consultation with other stakeholders

- Develop strong relationships with product control, risk management and quantitative departments on valuation and modeling issues

Skills Required:

- Robust product knowledge in interest rate and credit derivative products

- Knowledge of loan, bond, CDS, CLN, interest rate swap, first to default basket, CDO, CLO, CMS swap, swaption, CAPs & FLOORs etc is must

- Prior work experience in credit derivatives is preferable

- Solid analytical and quantitative skills to support a valuation judgment

- Ability to communicate clearly and effectively to all the stakeholders

- Good knowledge of Excel. VBA and database experience is desirable

Interested candidates please send your updated CV, current Ctc details and Notice period in cover letter.

Hamsa.S