Manager - Analytics - Derivatives Pricing

Role and responsibilities

As a Manager you will be responsible to :

- Explain the daily primary and secondary risk sensitivities for OTC derivatives

- Investigate discrepancies in the calculated number by performing independent trade valuation

- All projects are delived within the timelines and as per required quality

- Build Price models and carry out risk analytics of existing models

Essential Criteria :

To be eligible for this role you will need to have

- A Graduate / post Graduate degree from a reputed institute / university

- Strong technical skills including experience using MS Office, SQL, and Visual Basic, Python/C/C++/R languages

- At least 5 year of total work experience in risk analytics in pricing for derivatives products

- 3 years of work experience in building pricing models highly preferred