Senior Associate - Financial/Equity Research

Execute financial and quantities research projects for various clients including investment banks, asset and fund managers, hedge funds, and fund consolidators

Work on projects in one or more of the following areas:

Fixed income portfolio asset allocation modeling and analysis

Solvency capital requirement modeling and analysis

Counterparty Risk cash flow and risk analysis (qualitative)

Swap and Yield curve analysis and asset allocation strategies

Macroeconomic research including finding events impacting the movement in yield and swap curves

Data-intensive tasks such as screening of relevant securities and funds from large database (million of rows)

Have good grasp of fixed income assets - Bonds (callable, floater, sinkable, make whole, perpetual etc.) and Derivatives (IRS, CDS, Forward Currency, Interest Rate Futures, Bond Futures, Asset Swap, Inflation Swap)

Categorize the bond securities based on characteristics such as floating spread, asset swap spread, option adjusted spread, z-spread spread, floating rate index, coupon, coupon type, callable (first call and make whole), call date etc.

Categorize the derivative securities based on characteristics such as strike, counterparty, swap type, leg 1, leg 2, issue date, maturity date, underlying swap maturity etc.

Basic understanding of standards that control how much capital banks/pension funds need to hold against credit risk

Able to calculate spot rates from discount factors and vice versa; able to calculate different duration measures

Able to understanding VBA codes in existing model and develop new codes and algorithms as per the client requirement

Deliver high quality, client-ready output with minimal supervision; identify risks/issues and escalate to project leads in a timely manner

Be able to take up communication with the client and able to take clients through the various sections of the deliverable

Ideal Candidate:

Superior problem solving abilities and strong analytical thinking

Bloomberg and Advanced Excel; Knowledge of VBA and programming

Desire to work in a fast paced, challenging environment where you need to push yourself all the time

Excellent communication skills, both written and verbal

Motivated, fast thinking, dynamic person with strong business acumen

Mature individual with a professional work ethic, and high degree of ownership and accountability