IFS provides fund accounting, administration, tax, compliance and middle office trade support services to hedge fund managers. IFS combines its experienced teams of trained financial service professionals with sophisticated software development talent to create a superior trade support infrastructure that features Straight-Through-Processing (STP) and real-time information. The valuation unit provides pricing of over the counter derivatives (OTC) for IFS clients. The group provides financial modeling of complicated financial instruments as well as providing pricing transparency to our clients in supporting this process. The group consists of business operations personnel, quantitative analysts, and application developers. Job Description: 1. Financial modeling of exotic financial derivatives 2. Develop daily profit and loss analysis for structured products 3. Review financial research and develop methodologies for valuation of financial derivatives 4. Backtesting of existing financial models 5. Develop methodologies and tools to assist in daily pricing processes 6. Develop the relationship with client quantitative team 7. Develop and establish best practices in pricing methodologies 8. Manage team of quantitative analysts 9. During the course of normal day to day operation, responsible for identifying any unusual or potentially suspicious transaction activity and must report and/or escalate in accordance with corporate policy and guidelines detailed in relevant operating procedures. Requirements: 1. Masters or Ph.D. in Mathematics, Physics or Financial Engineering 2. 4 - 5 years of experience 3. Understanding of fixed income and credit derivatives - swaps, caps/floors, swaptions 4. Strong math skills 5. C++ programming skills or strong VBA programming skills 6. Understanding of FinCad Developer or similar software 7. Experience in any of the following product area: a. Structure products b. LMM model c. Heston model d. SABR model e. Yield curve construction f. Option modeling calibration g. Volatility cube construction Needs to work in night shift ending at 01:00 AM IST

Bangalore

Assistant Vice President/Specialist - IFS Valuation - BFSI 

Assistant Vice President/Specialist - IFS Valuation - BFSI  ,Job Description for Assistant Vice President/Specialist - IFS Valuation - BFSI  in Global Hunt in  Bangalore for (4-5) years of experience. Apply Now!

Job Description for Assistant Vice President/Specialist - IFS Valuation - BFSI  in Global Hunt in  Bangalore for (4-5) years of experience. Apply Now!