AM - Derivatives Modelling & Pricing - Investment Bank

Top MNC investment bank hiring Assistant Manager for Derivatives Modelling & Pricing role role.

Job Location : Bangalore.

Set Skills: "Montecarlo Simulation and Derivatives Modelling / Derivatives Models / Pricing Models / Quant Modelling"

Job Description

Roles and Responsibilities

- Supporting senior management efforts in developing and winning new business by assisting with proposals to new and existing clients.

- Supporting delivery of client engagements; working within larger, multi-disciplinary teams as well as smaller teams.

- Maintaining up to date knowledge in areas of specialism and keeping abreast with any pertinent developments.

- Marketing and raising the profile of Company in the market place through networking events, external conferences, contributing to publications conferences etc.

- Coaching and developing junior members of staff.

- Ensuring the project is managed effectively by tracking the status of client deliverables and managing workload in line with established timelines.

Qualifications

- Educated to a degree level or equivalent, preferably in a quantitative subject such as Mathematics, Economics or Engineering.

- Ideally with additional post-graduate qualification. Professional certifications such as FRM or CFA are strongly preferred.

Experience and Background

Experience in all or most of the following areas:

- Previous experience of working within a financial services firm, a regulator, commodities firm or a consultancy firm, within a market risk, credit risk or product control role.

- Strong practical, technical and theoretical knowledge of how risk is managed within firms.

- Theoretical understanding of complex financial instruments including debt, equity and derivatives.

- Model experience particularly derivative modelling, comfortable discussing model risk factors/unmodelled parameters.

- An understanding of the key components in a stress testing framework and corresponding regulatory requirements. Ability to evaluate scenarios affecting a particular bank and to translate these scenarios into projections of bank profitability and capital ratios.

- Adaptable with strong communication skills and particularly well developed report writing and presentation skills.

- A high level of project co-ordination and management skills with the ability to prioritise work efficiently and effectively.

- Excellent team player and motivator with the ability to use own initiative to resolve issues to drive work and/or relationships forward.

- Ability to use data sourcing tools such as Bloomberg/Reuters and experience in programming language including SAS, VBA, is preferred.

- Good background and experience with Microsoft office applications; Word, Powerpoint and Excel.

- Ability and willingness to keep up to date technically and a continuous desire to seek feedback and improve.

- Ability to undertake travel.

Further details will be shared with interested candidates.