HR at Leading Investment Bank
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Assistant Manager/Manager - Independent Price Verification - Investment Bank (4-10 yrs)
Role & Responsibilities :
- Price testing of Various products includes but not limited to Volswap, Varswap, Dividend Swap, Dividend Futures, Vol testing, Cash, Equity Swaps, Convertible Bonds, ASCOT
- Reconciliation of risk with risk reports and ledger/PV reconciliation with front office reports and ledger for population completeness
- Devise ways to ensure completeness in IPV testing
- Help onshore team with adhoc requests/analysis.
- Maintain projects (outside IT framework) developed by Projects team for Global Valuations.
Help in development of new project initiatives by Powai Valuations Head.
Mandatory /Desired :
- Domain Demonstrates basic understanding (Features & payoff) of Financial products like Forward, futures & options, different types of swaps, bonds and various types of exotic options.
- Demonstrates basic understanding of underlying risk aspects e.g. Option Greeks and various valuation methodologies such as option valuation.
- Strong communication skills and attention to details Strong analytical skills
- Knowledge of Database e.g.: SQL, MS Access
- Technical Strong Excel/VBA programming skills