Senior Manager - Derivatives - BFSI

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