AVP - Structured Trade Review - Product Control - CA - BFSI

AVP - Structured Trade Review

Reporting to the VP- product Control, your major responsibilities would be :

- Perform Structured Trade review for exotic equity derivative deals trading OTC and ensure the traded economic and non-economic aspects and ensure the pay-off profiles are in sync

- Understanding the trade lifecycle through continuous interaction with internal partners - traders, sales, middle office

- Review structured products including Callable Notes, Interest Rate Swaps, Warrants and Equity Linked Notes, Variance/Volatility Swaps, Share Accumulator/Decumulators, Barrier/Knock-In & Out Options, Volatility Target Index using Monte Carlo Simulation

- Documentation of booking flows

- Publish daily and weekly operational reports and update the model documents citing examples of different scenarios

- Analysis of trade bookings, valuation models used, market data and generation of risk

Required Candidate Profile :

- Chartered Accountant (CA) is a must with 5 plus years experience in the product control space and structured deal review

- Strong understanding in pricing models with a greater stress on understanding of parametric inputs

- Strong technical knowledge of the asset classes

- Hands on experience with Bloomberg and Reuters in key markets data sets & using pricing functions

- Strong hands on experience with MS Excel financial functions such as VBA,SQL and experience in writing macros