Analyst/Sr Analyst - Structured Trading - Investment Banking

ROLE RESPONSIBILITIES:

- Independent Price Verification of Bespoke tranches, FTD’s, CDO’s, CLO’s vanilla /exotic trading books, investigate drivers for variance , perform due diligence for reliability of price date from multiple sources such as Bloomberg, Markit, Totem and other independent broker quotes.

- Produce and perform quality checks for monthly price testing process for the Regional Business that is supported.

- Be able to justify adjustments to fair value such for Credit Spread Delta, Recovery rate and IR yields, large position adjustments, Model and complexity, portfolio complexity etc.

- Understand the reserves amount on the basis the IPV process and justify the same.

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

- Discussing price testing results, fair value and model reserves, general modeling issues / uncertainties with front office and reporting on suitability for specific products / markets

- Reporting and MIS pack presentation for senior GVG management, Front Office, Risk Management and Finance.

- Use DBAnalytics pricing platform to perform pricing, checks and simulations on IPV prices as a part of the IPV process.

- Significant involvement in ad-hoc projects / investigations and co-ordinate in the activities of the team.

- Ensure completion/adherence of activity as per standard procedure/key operating procedure.

- Ensure quality/quantity of processing is maintained as per the SLA.

- Escalate all issues in time, to the appropriate level, to avoid any adverse impact on the business.

- Experience in the credit valuations processes or T+1 Pnl in relevant asset classes.

- Good understanding of Derivative products.

- Would have hands on experience with Bloomberg or Reuters in key markets data sets & using pricing functions.

- Must have strong hands-on experience with MS Excel financial functions and experience in writing macros.

- Ideal if experienced in VBA and any development in an oriented object language like C, C++ etc.

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

Hamsa.S