Quantitative Middle Office:  The Quantitative Middle Office Team is part of the Global Middle Office (GMO) Team. The Risk validation team is responsible for assisting in the accurate computation & reporting of risk sensitivities for OTC derivatives which are used for risk calculations.  Job Overview:  Daily Risk validation and Analysis   - Review and validate capital measures   - Explain the daily capital cost changes for OTC derivatives  - Communicate daily with FO and technology partners on issues and discrepancies discovers  Capital Impact Analysis and Validation  - Understand regulatory capital requirements and business implementations  - Validate technology implementations based on business requirements and resolve issues  - Provide capital related analytics and reporting  Process Improvement  - Identify issues and control gaps in existing infrastructure   - Work with technology team to streamline our processes and enhance data integrity and control  Project Management  - Accountable for the success of small projects or sections of larger ones   - Responsible for the quality and timeliness of all project deliverables and well as the implementation of relevant project management practices (status reporting, issue tracking etc)   - Day to day responsibility for managing the project with line, technology and other partners  Qualifications:  - Masters Degree in Finance, Economics or Financial Quantitative Analysis  - Strong technical skills including experience using MS Office, SQL, Visual Basic, Python would be a plus;  Must have:  - Strong knowledge of market & credit risk; knowledge of Counterparty Credit Risk, CVA and Basel III/ RWA of the OTC derivatives is also preferred.  - Past experience with OTC Derivatives market( CSA Netting, ISDA, CCPs etc)  - Experience handling large amount of data   - Excellent communication skills analytical skills  - Knowledge or experience with trading products in capital market like Knowledge of Fixed Income Modeling.   - Experience into 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.

Delhi NCR

Hyderabad

AM/Manager - Quantitative Middle Office 

Job Description for AM/Manager - Quantitative Middle Office  in HR Consulting Firm in  Delhi NCR Hyderabad for (4-8) years of experience. Apply Now!