Manager - Complex Securities Valuation/Fixed Income Securities Valuation

Following roles & responsibilities will be involved for Valuation & Development of models :

- Manage and work on multiple engagements involving valuation of complex financial instruments such as convertible debt, options, warrants, derivatives, etc.

- Develop models to value a variety of financial instruments and to analyze various business situations, using option pricing theory, fixed income and structured finance models, Monte Carlo simulation, Black - scholes and other techniques from the financial engineering

- Supervise, develop and mentor professionals at Staff and Senior level

- Manage a team of 3-4 valuation professionals

To qualify, a candidate must have:

- Bachelor's in Engineering, Sciences or Mathematics, combined with an advanced degree (Masters or PGDM) in a quantitative discipline (Finance/Economic/Statistics)

- 6-7 years - relevant experience, into valuation or development of models used for the valuation of complex securities and fixed income instruments

- PC proficiency including at least one Financial Engineering or statistical software package (e.g. Matlab or Stata), Bloomberg, MS Excel/VBA, Word, and PowerPoint

- Achievement of or significant progress towards a CFA or FRM is a plus

- Excellent analytical, project-management, communication and interpersonalskills