AM - Valuation - Complex Securities - Derivatives/Options/Swaps - Big4

Assistant manager - Valuation - Complex & Securities

Role description

The candidate will be working on engagements involving valuation of different financial Instruments after understanding the client needs, conducting analyses, etc.

Job Responsibilities:-

- Valuing different complex & exotic securities like derivatives, options, swaps, bonds, convertible debt, warrants, CDO, CLO, and other fixed income securities & structured finance products

- Developing different models to value complex instruments and working extensively on models like - Black Scholes, Monte - carlo simulation, Binomial, Vanna Volga model, Option - pricing, etc.

- Taking ownership of your projects while working with other team members

- Learning continually, teaching & mentoring other members of the team

Job Location - Gurgaon

Designation - Assistant manager

Salary - As per industry norms

Type of organization : with one of the BIG4

Job Specifications:

- 3 - 6 Years of relevant experience into valuation of complex securities, including options, derivatives, swaps, CDO, CLO, warrants, fixed income securities and structured products using quantitative and other models like Black - schools, monte - carlo simulation, Vanna Volga, Binomial, etc.

- A graduate in Engineering with advanced degree in Finance/Engineering

- FRM/Financial Engineering will be an added advantage

- Excellent analytical, project management, communication and interpersonal skills