HR Consultant at Reset HR Services
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Senior Quantitative Valuation Analyst - BFSI (4-10 yrs)
- Dedicated to creating, reviewing and maintaining internal fair valuation models on behalf of the Portfolio Managers and Pricing teams.
- Conduct applied research to identify, evaluate and test fair valuation models across equity, fixed income, currencies and derivatives instruments.
- Complex Securities Support: Assist Global Pricing teams with complex securities valuation research and analysis. Includes creating models that would be used as secondary or tertiary validation sources for securities priced using broker/dealer quotes.
- Attend audit meetings on behalf of the portfolio managers, Pricing teams and VLOC to explain in detail the valuation models and inputs.
- Provide special reports, analysis and/or research to the VLOC and the Funds Boards of Directors/Trustees
- Support Global Pricing teams with periodic deep dive analysis and reports.
- Participate in the Vendor Due Diligence process analyzing vendor methodologies.
- Working knowledge of common models, Black Scholes, binomial, GARCH, plain vanilla bond price
- Work Timings: 8:30 PM - 5:30 AM
Job Location: Hyderabad
- Bachelor's degree, preferably in finance, math or other quantitative discipline.
- Advanced Degree: (MBA, PhD, M.Sci. preferred) in Business, Finance, Mathematics or any other quantitative or related business field of study look upon favorably.
- Professional certifications such as Certified Financial Analyst (CFA), Financial Risk Manager (FRM), or Chartered Alternative Investment Analyst (CAIA) are preferred
- At least 4-7 years of relevant work experience in the mutual fund/financial services industry; investment management, investment operations or investment performance and research analysis.
- Advanced knowledge of statistical theory and a good understanding of financial instruments and markets.