Pricing/Portfolio Modeling

Position : Manager/ Sr. Manager- Pricing/Portfolio Modeling

Location - Mumbai

Salary upto 18 LPA

Exp min 5 yrs

Qualification: Post Graduation in Finance/ Treasury/Econometrics

Job responsibilities:

1. Quantitative analysis, data extraction and manipulation;

2. Complex excel modeling;

3. Maintaining and developing pricing model macros.

4. Performing adhoc analysis to improve balance sheet efficiency.

5. Financial and ratio analysis;

6. Assist Sr. Analysts to Formulate and agree asset targets;

7. Drive the implementation of initiatives to conclusion; and

8. Balance sheet target development

9. Forecasting

10. Providing accurate balance sheet forecasts;

11. Developing accurate pricing models for use in pricing teams;

12. Developing accurate, flexible driver based models with consistent outputs to be used by the Portfolio
Management team, Distribution and bank wide analytic area’s;

13. Working with products to drive asset target achievement;

14. Working with product finance, treasury, distribution and risk to ensure asset targets reflect the various strategies and constraints in place; and

15. Driving consistency in approach across all products.

Technical skills:

Strong technical skills covering Base SAS, SQL, Advance Excel with VBA, Word and PowerPoint. SAS DI and EG experience as additional.

Understanding of Large data warehouses (Oracle/Teradata)

Analytical Skills :

1. Financial Analysis

2. Econometric modeling

3. Skillful at interpreting balance sheet related ratios and assumptions building for financial modeling.

4. Logistic Regression

5. Survival Analysis

6. MCS

If interested please send cv in Word format to twinkle@wizecareers.com

Twinkle
Recruitment Expert Wizecareers
www.wizecareers.com
07838387625
http://in.linkedin.com/in/twinklek
twinkle@wizecareers.com