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| Job Location | Hyderabad |
| Education | Not Mentioned |
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| Industry | Banking / Financial Services |
| Functional Area | General / Other Software |
| EmploymentType | Full-time |
Quantitative Services: The QS Risk validation team is responsible for assisting in the accurate computation reporting of risk sensitivities for OTC derivatives which are used for risk calculations.Responsibilities:Daily Risk validation and AnalysisExplain the daily primary and secondary risk sensitivities for OTC derivativesInvestigate discrepancies in the calculated number by performing independent trade valuationProcess ImprovementIdentify issues and control gaps in existing infrastructureWork with technology team to streamline our processes and enhance data integrity and controlProject ManagementResponsible for the quality and timeliness of all project deliverables and well as the implementation of relevant project management practices (status reporting, issue tracking etc)Day to day responsibility for managing the project with line, technology and other partnersRequirements:Education : Degree/ experience in Software Engineering, Finance or Financial Quantitative AnalysisExperience Range - Minimum 3 to 5 Years of relevant experienceDesired Skills :Strong experience in using Python languageStrong analytical skillsMandatory Skills:Knowledge of GDA Analytics; Knowledge of Rates Derivatives/ Options Risk or pricingKnowledge of Interest Rates Curves, Credit spreads, bond pricing, cash flow discounting.Location HyderabadShifts - 12:30 Pm IST to 09:30 PM IST,
Keyskills :
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