VP - Fixed Income Derivatives - Investment Bank - IIT/IIM/NIT

VP Fixed Income Derivtives

Captive of top MNC investment bank hiring for Mumbai.

Candidate Qualification : PhD / M. Sc (Financial Engineering / Statistics / Mathematics) / M.Tech / B.Tech from (IIT / BITS / NITS) / IIM PG / Tier I pass out.

Experience required : 9-14 years

Job Location : Mumbai

Designation : Analyst / Manager / AVP

Set Skills : Risk Methodologies / Pricing / Quant & Fixed Income.

Responsibilities :

- The role is within the Global Macro Products (GMP) / Emerging Markets Group (EMG) cluster. GMP cluster oversees the FX, Rates and Commodities business in the developed markets while EMG cluster oversees the business across all asset classes in the emerging markets.

- The candidate will have to monitor, understand and analyze the market risk and to support the Risk cluster manager and the GMP/EMG team.

- Control the risk taking and participate in the definition of a limit framework.

- Advise and drive delivery of tools/methodologies like VaR/ERC/IRC, sensitivity analysis, scenarios.

- The candidate will work on adhoc projects, prepare deep dive risk analysis and/or stressed scenarios and present findings to others within the team, traders and senior managers.

- Liaise with other departments and support/manage project deliveries.

What You Offer :

- Modules on economics / statistics / risk management / financial stochastic calculus is an advantage.

- Good knowledge of fixed income asset classes and/or their derivatives.

- Competent in using Microsoft Office suite (powerpoint, excel, word)

- Analytically minded and effective communicator (written & oral).

- Good interpersonal skills and must be seen as a trusted and knowledgeable partner by the onshore stakeholders.