Structured Deal Review Role - Investment Bank

Role :

- The deal review process requires understanding of the trade structure as well as expected payoffs at different time intervals.

- To ensure the model is approved by the Model Validation Group (MVG) and is capable of handling all the features of a trade.

- Checking if any of the restrictions of the model are breached by the trade under review

- Prepare checklists for new valuation models and make amendments to existing ones

- Liaising extensively with traders, regional stakeholders, Model Validation Group and quants team.

- To generate various control MIS related to deal review

Key Skills :

- Good knowledge and understanding of financial products such as options, CDS, Securitized products, IRS etc

- Understanding about the fundamentals of options and option pricing. Knowledge of Option Greeks, yield curve, forward rates, discounting is required.

- Acquaintance to exotic derivative products such as barrier options, range accrual securities, CLNs etc.

- Good excel skills essential

- Strong analytical and problem solving skills

- Knowledge of VBA and Access would be an added advantage