Company : Bank  Qualifications : MTech/BTech /MBA (Tier I institute)   Aptitude : Highly quantitative oriented with ability to work with IT systems  Experience : Minimum 9-15 years in the area of valuation/risk management of derivatives   Skill sets : Deep understanding of financial products/derivatives; understanding of financial markets (interest rates, exchange rate, fixed income)  Job Location : Mumbai   Description of role  Lead a team of analysts for the following activities:  - Reviewing models used for pricing/marking to market/risk management of derivative products - understanding the mathematical construct of the models   - Creation of excel based models for validation of pricing models  - Reviewing market data inputs used for valuation of such instruments  - Configuration of Murex system for valuation and working along with front office/TCSG/ITG for Murex version migration projects  - Reviewing assumptions and ascertaining limitations of models  - Liasioning with treasury front office/middle office/technology teams for all the above activities  - Responding to queries from front office pertaining to valuations, specific requirements from clients, establishing checks for data inputs   - Interacting with auditors and RBI officials to address all queires/clarifications with respect to valuation of derivatives  - Engaging with external entities (eg. PWC, Delloitte) for having all models validated externally on an annual basis

Mumbai

Team Lead - Market Risk - Bank 

Team Lead - Market Risk - Bank  ,Job Description for Team Lead - Market Risk - Bank  in Kairos Consulting India in  Mumbai for (9-15) years of experience. Apply Now!

Job Description for Team Lead - Market Risk - Bank  in Kairos Consulting India in  Mumbai for (9-15) years of experience. Apply Now!