Assistant Manager - Valuation of Derivatives/Options/Swaps/Bonds

The Assistant Manager will involve the following responsibilities :

1. Valuation of securities & financial instruments like bonds, derivatives, swaps, options, etc

2. To develop models to value securities using different methodologies like monte carlo simulation, black scholes, etc.

3. Take ownership of your projects, along with other members

To quality, a candidate must possess :

1. An advanced degree (masters or Ph.D.) in a quantitative discipline, with B.tech preferably.

2. A minimum of 2-3 years of relevant experience into valuing complex securities, including options, warrants, fixed income securities.

3. Hands on experience on models like Black Scholes, Monte carlo simulation, Black model, Heston model, etc.