03/01 Priya
Associate Consultant at Black Turtle

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Manager - Quantitative Modeling - OTC Derivatives - Investment Banking Domain (6-12 yrs)

Delhi NCR/Gurgaon/Gurugram/Hyderabad Job Code: 649590

Manager - Quantitative Modeling+Risk role-XVA-Python/R/C/C++ Investment Banking Domain

Process Overview : 

Quantitative Services:

The QS Risk validation team is responsible for assisting in the accurate computation & 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: 

- 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 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 & credit risk

Location- Gurgaon/Hyderabad

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

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