A Leading company in BFSI domain requires a Asst Manager Derivatives and the responsibilities include Job Title: Assistant Manager - Derivatives - BFSI Industry - Dadar west - Mumbai Job Responsibilities - - Development of Valuation and CVA/DVA models for OTC Derivative products. To be responsible for managing Trading platform and/or Trade Repository which includes life cycle processing of various products reported to TR(IRS, FX Options, FX Forwards) &amp; related maintenance activity - Candidate will be required to carry out the conceptualization of products for product development and liaison with the system vendor(s) for system development and carry out a thorough User Acceptance testing for any such new enhancements / developments - Valuation,CVA/DVA - Development, maintenance and updation of models - Preparing system requirements: - Interacting with IT/developers to prepare models Coding for model development: - Frequently candidate would be required to implement business requirements such as model building and risk sensitivity computation - Overseeing the development of adequately automated systems for the Preparations of periodic MIS for the Management/Board and preparation of ad-hoc MIS for the management and to the regulator accurately in an efficient manner Mandatory: - OTC Derivatives markets in the area of risk management or mid-office/Valuation/CVA/DVA - Should be proficient in Derivatives Valuation and market risk sensitivity computation - Should be proficient in Derivatives Valuation and market risk sensitivity computation - Should be proficient in any coding language such as C++, VBA or Python 1. Candidates should be currently working with Treasury team in Quant Desk OR They should work in Treasury front office off-shore support teams for global markets. 2. In terms of work, they should do research or valuation and support the Derivatives traders internally. 3. Programming knowledge of C.Net/C Sharp/Python or atleast VBA is required Industry : BFSI, Candidates can be sourced from MNC banks/KPOs of MNC banks. Gender : Open Experience : 2 years or more experience in Capital Markets, especially OTC Derivatives markets in the area of risk management or mid-office/Valuation/CVA/DVA - Upto AM depending on the exp (Freshers will also do if the qualification is as per JD) Working Days: 6 days Reporting to: AVP Qualification : PGDBM/MBA with desirably a CQF (Certificate in Quantitative Finance)/CFA/FRM Preferred Qualification: CQF(Certificate in Quantitative Finance)/CFA/FRM CTC: upto 8 Lacs Notice Period: Immediate to 30 days Relocation candidates: No

Mumbai

Navi Mumbai

Thane

Assistant Manager - OTC Derivatives - BFSI  

Assistant Manager - OTC Derivatives - BFSI   ,Job Description for Assistant Manager - OTC Derivatives - BFSI   in Morpheus Human Consulting Pvt Ltd in  Mumbai Navi Mumbai Thane for (2-4) years of experience. Apply Now!

Job Description for Assistant Manager - OTC Derivatives - BFSI   in Morpheus Human Consulting Pvt Ltd in  Mumbai Navi Mumbai Thane for (2-4) years of experience. Apply Now!