Manager - Exotic & Complex Securities Valuation - CDS/CDO/CLO/Future Options

The main objective of the role is to manage engagements pertaining to valuation of complex securities, develop and manage teams with skills required to support these engagements, and achieve business growth by developing and maintaining strong working relationships.

Specific responsibilities will include:

- Manage and work on multiple engagements involving valuation of complex financial instruments such as convertible debt, options, warrants, derivatives, etc., & taking a lead role in understanding clients- needs

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

- Manage a team of 3-4 valuation professionals

- Stay abreast of current business and economic developments relevant to our as well as client's business

Job requirements

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)

- 5-8 years- relevant experience, into valuation of complex & fixed income securities using Binomial model, Black - scholes, etc.

- Experience in valuing complex financial products, including fixed income securities, convertible debt, options, warrants, derivatives, etc.

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

Interested candidates with relevant experience can mail in their resumes at sumit@spectral.in