Manager - Quantitative Developer/Model Development - Valuation - Derivatives/Options/Swaps & Fixed Income Securities

The main objective of the role will be to manage engagements pertaining to valuation of complex securities, & fixed income securities involving derivatives, swaps, options, etc.

Specific responsibilities will include:

- Manage and work on multiple 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 (using C/C++)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

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)

- 6-7 years- relevant experience, into development of models + valuation of derivatives, swaps, options & other complex & exotic securities

- 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 interpersonal skills

- Willingness and ability to travel, when necessary