Manager - Quantitative Modeling+Risk role-XVA-Python/R/C/C++ Investment Banking Domain Process Overview :&nbsp; Quantitative Services: The QS Risk validation team is responsible for assisting in the accurate computation &amp; reporting of risk sensitivities for OTC derivatives which are used for risk calculations. 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:&nbsp; - Identify issues and control gaps in existing infrastructure - Work with technology team to streamline our processes and enhance data integrity and control Project Management :&nbsp; - Responsible for the quality and timeliness of all project deliverable 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: - Masters Degree in Finance, Economics or Financial Quantitative Analysis - o 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 - 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 &amp; credit risk Location- Gurgaon/Hyderabad Shifts - 12:30 Pm IST to 09:30 PM IST

Delhi NCR

Gurgaon/Gurugram

Hyderabad

Manager - Quantitative Modeling - OTC Derivatives - Investment Banking Domain 

Manager - Quantitative Modeling - OTC Derivatives - Investment Banking Domain  ,Job Description for Manager - Quantitative Modeling - OTC Derivatives - Investment Banking Domain  in Black Turtle in  Delhi NCR Gurgaon/Gurugram Hyderabad for (6-12) years of experience. Apply Now!

Job Description for Manager - Quantitative Modeling - OTC Derivatives - Investment Banking Domain  in Black Turtle in  Delhi NCR Gurgaon/Gurugram Hyderabad for (6-12) years of experience. Apply Now!