Senior Manager/Manager - Quantitative Middle Office

Urgent opening for Sr.Manager & Manager - QMO (supports The Credit Valuation Adjustment-CVA)

Job Description :

- The QMO or Quantitative Middle Office Team is part of the Global Middle Office (GMO) Team. QMO supports The Credit Valuation Adjustment (CVA) desk and is responsible for assisting in the accurate computation & reporting of CVA which is an adjustment to the market value of an OTC derivative or FX contract that reflects the market's assessment of credit risk.

Responsibilities :

- 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

- Develop Market Data Quality Reports generation

- Process Improvement

- Identify issues and control gaps in existing CVA infrastructure

- Work with technology team to streamline our processes and enhance data integrity and control

- Accountable for the success of small projects or sections of larger ones & responsible for the quality and timeliness of all project deliverable.

- Day to day responsibility for managing the project with line, technology and other partners.

- In depth product experience & knowledge of financial instruments accounting and transaction life cycle

Requirements :

- Experience with or knowledge of trading products in capital markets (credit, rates, equities, commodities, or structured credit) preferred

- Knowledge of Fixed Income Modelling, 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.

- Excellent communication skills

- Strong technical skills including experience using MS Excel, Basic SQL and Experience handling large amount of data

- Strong analytical skills

Preferred :

- Visual Basic

- Strong knowledge of credit risk preferred

- Self Starter works on own initiative

- Result oriented project management skills

Competencies :

- Effective communication skills with English proficiency

- Demonstrated ability to work in a high pressure environment

- Takes initiative and challenges existing processes and procedures in a proactive manner

- Strong team player

- Ability to analyze issues independently and derive solutions

- Analytical skills

- Inherent sense of principles of control through experience and sound judgment

- Reliability

Education Qualification :

- Degree in Finance, Economics or experience in Financial Markets. Advanced Degree preferred

Experience : 4-11 years industry related experience

Shift Timings : 12.30 pm to 9.30 pm IST

Weekly Offs : Saturday & Sunday

If you find it is suitable then please apply with your updated CV with below detail

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- Handling a team of :

Tejashree Waradkar