Applications are invited for the positions of "Associate - Pricing and Valuations" in Gurgaon.
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Job Description: Associate - Pricing and Valuations
- Regular daily valuations for client-portfolios and addressing price challenges.
- Driving the development and implementation of the regional valuations business plan.
- Implementing prototype pricing models and/or testing production valuation models for non-standard instruments originating in the region.
- Providing response to more complex/quantitative queries about Company’s data and valuation products.
- 0-2 years’ experience in the structured derivatives markets (e.g. trading, quant / sales structuring, risk analysis, model validation, product control, collateral or valuations analysis etc.).
- Undergraduate or postgraduate degree. Degree in quantitative discipline will be preferred.
- Strong understanding of vanilla and exotic instruments being traded in the derivatives markets.
- Strong understanding of models underlying structured derivative valuations.
- Excel/VBA, SQL or other programming skills to prototype/test pricing models.
- Excellent communication skills.
- Basic understanding of database structures and use of SQL will be an added adavantage.
- Experience in a client facing environment or account management will be an added adavantage.
Qualification and Experience