Manager - Securities Valuation - Derivatives/Swaps/Options

Specific responsibilities will include:

- Manage and work on multiple engagements involving valuation of complex financial instruments such as options, warrants, derivatives, etc.

- Develop models to value a variety of financial instruments using Monte Carlo simulation, Black scholes other techniques from the financial engineering

- Manage a team of 3-4 valuation professionals

- Use current technology and tools to enhance the effectiveness of services provided.

Job requirements

To qualify, a candidate must have:

- Bachelor's in Engineering, Sciences or Mathematics, combined with an advanced degree (Masters or PGDM)

- 6-7 years- relevant experience towards valuation of securities - derivatives, swaps, options

- PC proficiency including at least one Financial Engineering or statistical software package (e.g. Matlab or Stata), Bloomberg, MS Excel/VBA, Word, and PowerPoint

- FRM/Financial Engineering would be an added advantage