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Job Location | Mumbai City |
Education | Not Mentioned |
Salary | Not Disclosed |
Industry | Banking / Financial Services |
Functional Area | Finance / Accounts / Tax |
EmploymentType | Full-time |
Run pricing models to independently value derivatives held by our hedge fund clientsAnalyze and compare derivative position s valuations, inputs and models. Research OTC pricing exceptions and variances. Work with clients on resolving price challenges, answering valuation questionsInvolvement in testing new internally developed pricing models and system enhancementsShould be able to understand current financial models in use and provide one-off modeling needsImprove pricing processes and infrastructureAssisting other teams with OTC instrument and trade loader setupsUnderstand the basics of industry/accounting guidance (e.g. FAS157) and assist with incorporation into pricing processesReview of client Level 3 asset valuations and methodologiesResearching markets, conventions and reporting standardsOther duties as assignedService LevelsClients portfolios priced and assessed on a timely basisDevelop and evolve pricing capabilities within the teamEducation, Qualifications and Special TrainingDegree Qualified (2.1 and above) in Engineering/Math/Physics/Finance/Economics from a top universityAcademic/theoretical exposure to any of the following is desirable: Derivative valuation, Risk Management, Quantitative research, Financial engineeringExperiencesAt least 2-3+ yrs experience in hedge funds, derivatives valuation requiredPrior experience in engineering, risk management, trading, corporate finance or the sciences will be consideredExperience in FX Options, Credit Default Swaps, and other derivatives a big plusQuick learner, strong attention to details, ability to take initiativeInterest in derivatives valuation, financial engineeringTechnical skills including advanced Excel. Comfortable around IT and will need to quickly learn Excel VBA, SQL, unix, etc.,
Keyskills :
hedge fundsmusic making risk managementcorporate finance commercial modelsquantitative research quantitative management