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| Job Location | Gurugram |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | Banking / Financial Services |
| Functional Area | General / Other Software |
| EmploymentType | Full-time |
The QS or Quantitative Services Team is part of the Global Banking and Market Operations Team. This team within QS will be responsible for managing transition of various process in line with bank s strategic view towards standardized platforms. More specifically the incumbent will liaise with various user groups and technical development teams to drive the migration towards the strategic state and also be responsible for maintaining relevant tracking mechanism and documentation. Additionally the role also requires getting involved in other kinds of testing such as those of PL attribution and risk migration as the need arise where the role will be similar to above.
Responsibilities
Understanding process work flows Documenting and maintaining the proposed process states Testing and maintaining methodology for PL attribution on derivatives and securities. Performing gap analysis Test case design and testing of migrated state Managing project calls with users and developers Maintaining adequate documentation Requirements
Education: Bachelors/Masters Degree in Finance, Financial Engineering Certifications If Any Experience Range: 5-7 years of experience working in a Business Analyst role in bank/BFSI Mandatory skills
Basic Understanding of risk and derivatives Orientation to detail Good communication skills Knowledge of financial instruments including the valuation of OTC derivatives in IR, FX, Credit Knowledge of: Pricing vanilla derivative products like Futures, Options, Indexes, CDS, FRAs, SWAPs, SWAPTIONs, CAPs/FLOORs. Strong Technical Skills including Excel and VBA programming Desired skills
Comfortable working under tight deadlines SQL
,Keyskills :
test case designuser groups gap analysismusic making risk managementasset management business processtechnical skills