Manager - Quant - Derivative Pricing - Investment Banking

One of our leading Investment banking in Gurugram is looking for Manager role for With Derivative pricing and python

programming.

Designation : Manager (IC)

Experience : 3 - 4 Years (From Tier -1 Colleges)

6 - 8 Years (From Normal Colleges in Regular Mode)

Location : Gurugram

Shifts - 12:30 Pm IST to 09:30 PM IST

Job responsibilities.

Daily Risk validation and Analysis

- Review and validate new risk measures to be used by the SBA model

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

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

- Communicate daily with FO and technology partners on issues and discrepancies discovered

Process Improvement -

- Identify issues and control gaps in existing infrastructure

- Work with technology team to streamline our processes and enhance data integrity and control

Project Management

- Accountable for the success of small projects or sections of larger ones

- Responsible for the quality and timeliness of all project deliverables and well as the implementation of relevant project management practices (status reporting, issue tracking etc)

- Day to day responsibility for managing the project with line, technology and other partners

Job requirements (Mandate skills, desired skills)

Qualifications:

- Masters Degree in Finance, Economics or Financial Quantitative Analysis

Mandate skills

- Excellent communication skills

- Strong technical skills including experience using MS Office, SQL, and Visual Basic; Experience handling large amount of data

- Strong analytical skills

- Knowledge or experience with trading products in capital markets: Knowledge of: Fixed Income Modeling. Pricing derivative products like Futures, Options, Indexes, CDS, CDO, FRAs, SWAPs, SWAPTIONs, CAPs/FLOORs. Knowledge of Financial Risk Management: Credit Risk Model, Value at Risk. Knowledge of Interest Rates, Credit spreads, bond pricing, etc.

- Strong knowledge of market & credit risk