Manager - QMO - Investment Bank - IIT/NIT/IIM/XLRI/FMS

4 - 7 Years

Delhi NCR /Hyderabad /Others

Posted 8 years ago

#Fixed Income #Banking #Investment Banking #Credit Risk #VaR #Risk Management #Risk Modeling #Derivatives #Futures & Options #Market Risk #Financial Modeling

One of our leading Investment banking clients is looking for Manager role who has good work experience in Fixed income modeling and pricing for both Gurgaon and Hyderabad.

Designation : Manager (IC)

Experience : 4 - 7 Years relevant experience

Skillset : Fixed income modeling, Pricing and bonds

Qualification : Should be from Tier 1 Management colleges in Regular mod or Tier 1 engineering colleges

Location : Gurgaon / Hyderabad

Requirements :

- Knowledge or experience with trading products in capital markets: Knowledge of: Fixed Income Modeling.

- Pricing derivative products like Futures, Options, Indexes, CDS, CDO, FRAs, SWAPs, SWAPTIONs, CAPs/FLOORs.

- Knowledge of Financial Risk Management: Credit Risk Model, Value at Risk.

- Knowledge of Interest Rates, Credit spreads, bond pricing, etc.

- Strong knowledge of market & credit risk.

- CVA Daily P&L Explains and Risk Analysis

- Review and validate daily inputs into CVA calculation

- Daily CVA Risk Reports & PNL generation

- Explain the daily P&L movement of CVA