Manager - Exotic Securities Valuation - Consulting & Advisory Firm

Manager - Exotic Securities Valuation - Derivatives, CDS, CLO, CDO, Warrants, Bonds, etc.)

We are hiring for a Global Consulting and an Advisory firm based out in Gurgaon. Our client plays a critical role in building a better working world for its people.

Role Description :

The candidate will be responsible for leading the engagements involving valuation of complex & exotic instruments/securities (Derivatives, Swaps, Options, Convertible debt, etc.) & to achieve business growth by maintaining strong relationship with key decision makers.

Key responsibility areas

- Manage engagements involving valuation of complex financial instruments such as convertible debt, options, warrants, derivatives, etc, and other fixed income securities and structured products

- Develop models to value a variety of financial instruments using methodologies of option pricing theory, monte carlo simulation & other fixed income & structured finance models

- Manage a team of 3-4 valuation professionals

- Using different models like black-scholes, Vanna Volga, etc. to value or price different securities

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 of relevant experience into valuation of exotic & complex financial instruments (derivatives, swaps, bonds, convertible debt, etc.) using different models like black scholes, monte carlo simulation, vanna volga, etc.

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

- Willingness and ability to travel, when necessary

Salary - As per industry norms

References having strong exposure in a similar role will be appreciated