Posted By
Posted in
Banking & Finance
Job Code
117412
ROLE RESPONSIBILITIES
USDINR Forwards:
- Monitoring AGL
- Monitoring the fixing reports and updating the trader about the upcoming fixings.
USDINR Fx Options:
- Option curve updation & Option pricing using that curve.
- Month end option VOL updation (as given by FEDAI).
OIS
- Compiling Risk / Pnl & reconciling Risk / Pnl with the report the next day.
BONDS:
- Compiling Risk / Pnl & reconciling Risk / Pnl with the report the next day.
- Monitoring the upcoming Coupons and updating the trader.
STRUCTURING:
- Flow pricing (simple LTFX / CCS trades) using the curves
- Pricing of complex structures
- Following up on credit charge for the trade
- Assist in preparing the Term sheet
- Track and monitor New deal pnl..
Technical Skills:
- Strong educational background in Engineering/Science (Top tier Institutes – IIT candidates)
- Knowledge of programming skills (VBA, query based language)
- Numerical / quantitative background
Soumya Venugopal
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Posted By
Posted in
Banking & Finance
Job Code
117412