Crisil - Derivative Analyst - Quantitative Middle Office Team - IIT

Job Duties :

The Role would be to support the Quantitative Middle office (QMO) Team of a leading investment bank in the infrastructure build out and roll out

Immediate responsibilities :

- Validation of Inputs to Greek computation other risk related inputs for structured products

- Infrastructure validation

- Implementation of control report checks to ensure data validation and completeness

Strategic support and role enhancement to cover :

- Industry testing exercises for regulatory go-lives

- Go Live support

- Ongoing BAU Control process set up and support

Qualification :

- MBA with Engineering background. IIT Preferable

- Candidate with 3+ years of OTC Derivatives experience

Skills required :

- Strong Derivative product knowledge, Greeks computation etc. We are looking at extensive knowledge of derivatives and other Middle Office capabilities

Technical skills : Database management & SQL, VBA ( Python )

Regulatory Knowledge : Aware of prominent regulations. Working knowledge in any of the regulations is preferable.