Director at Antrors HR Solutions
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Senior Manager - Derivatives - BFSI (7-10 yrs)
Role : Senior Manager - Derivatives ( BFSI Industry)
Location : Pune
Job Description :
- Implementing interest rate risk management policy and accounting policy in conformity with guidelines particularly Forward Rate Agreements (FRA)
- Valuation of interest rate derivatives, hedge effectiveness testing, margin accounting
- Internal and regulatory reporting related to derivative transactions
- Ongoing compliance with various regulatory requirements
- Close coordination with Investment Front Office team, Financial reporting team for ongoing developments and work related to derivative transactions
- Responsible for all Investment related audits
- Accuracy and effectiveness testing in Derivative transaction. Independent evaluation of the Derivative trades
- Fund performance monitoring including attribution analysis
- Credit risk monitoring
Education / Qualification & Experience :
- CA/ CFA / MBA in Finance
- A minimum of 6-7 years of work experience in capital market operations, with hands on experience in derivatives operations for a minimum of 2-3 years.
- Excellent understanding of Investment regulations and Investments systems preferably SAP
- Thorough understanding and knowledge of interest rate derivatives
- A strong understanding of risk and control frameworks
- Curiosity to learn and take the ownership of the function
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