Senior Manager/AVP - Derivative Valuation - Investment Bank

Looking for experienced in Derivative Valuation within Investment Bank

Designation: SM/AVP

Experience: 6 to 8 years

Qualification: Any Graduate /Post graduate from TIER-1 colleges

Work Location : Gurugram

Shifts : 9:30 AM to 6:30 PM

Skillset : IPV, Pricing Modeling and Programming (Python is first preference, if not can consider VBA, Java, C++)

Requirements :-

- Define the methodology for IPV and associated Liquidity/Model/Deal Specific Valuation Adjustments (VA) for any given product or risk (including regular methodology reviews and advice on re-calibrations)

- Financial Modeling experience/ model validation or equivalent

- Experience in derivatives valuations and independent price verification with programming experience is mandate

- Provide valuation and independent price verification (IPV) support to the APAC Global Markets Businesses, covering Equities, Rates, FX, and Credit lines of business.

- Excellent communication skills

Do Not Apply :

- Looking for candidates who are currently working in Multi National Investment Banks only.

- Should be from BFSI Domain.

Contact: Haritha
040 4784 2231