Senior Quantitative Valuation Analyst - BFSI

- 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.