7-11 yrs, exp from Product control for equity, derivatives and Fixed income products.
Bangalore
Only Diversity Profiles
Responsibilities:
The Fixed Income department covers mainly following activities:
1. In-depth understanding of greeks - first / second / third derivatives
2. Be critical on existing processes and learn to be proactive
3. Detailed knowledge on valuations of products such as Bonds, Equities, Fx, IRS, Exotic, Hybrids, Structured, CTY, credit risk products
4. Able to understand the concepts used in valuation techniques and methodologies behind the same
Profile Required:
Functional:
1. Tools and information system for the production of Economic P & L, risk metrics and Risk Analysis.
2. In the process of chaining (Market Data, calculations bricks, SI) and impacts on other actors (Accounting Team, RISK, FO)
3. Products and portfolio strategies (understanding the sensitivities and risks associated with different products)
4. Control aspects: market risk, credit risk.
5. Understanding the P & L of Income Allocation and all valuation adjustments methods (EDMM, EDMN, FVA, OCA).
6. Have a good level in English and VBA development
7. The analyst is responsible for the production of several sensitive metric:
a) The risk analysis used in management
b) Risk metrics that define our regulatory banking limits
c) The P&L entering into account of the bank
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