Posted By
Posted in
Banking & Finance
Job Code
390778
Job Duties :
The Role would be to support the Quantitative Middle office (QMO) Team of a leading investment bank in the infrastructure build out and roll out of Independent Amount (IA) Computation comprising the following :
Immediate responsibilities :
- Validation of Inputs to Greek computation for structured products
- Infrastructure validation
- Implementation of control report checks to ensure data validation and completeness and Greeks reconciliation
Strategic support and role enhancement to cover :
- Industry testing exercises for UMR go-live
- Go Live support of IA Explain
- Ongoing BAU Control process set up and support
Qualification :
- MBA with Engineering background.
- Candidate with 3+ years of OTC Derivatives experience
Skills required :
- Strong Derivative product knowledge, Greeks computation etc. We are looking at extensive knowledge of derivatives
- Technical skills - Database management & SQL, VBA ( Python )
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Posted By
Posted in
Banking & Finance
Job Code
390778