Manager - Quant/Quantitative Analysis - BFSI

- Masters Degree in Finance, Economics or Financial Quantitative Analysis.

- 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

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

- Strong analytical skills

- Experience Range - Minimum 06 to 08 Years of relevant experience

Job responsibilities:

Daily Risk validation and Analysis:

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

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

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:

- 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 a line, technology, and other partners