Applications are invited for the positions of "IPV Valuations - Senior Analyst/Assistant Manager" in a leading MNC Investment Bank.
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Roles and Responsibilities :
- Price testing of Various products includes but not limited to Volswap, Varswap, Dividend Swap, Dividend Futures, Vol testing, Cash, Equity Swaps, Convertible Bonds, ASCOT.
- Reconciliation of risk with risk reports and ledger/PV reconciliation with front office reports and ledger for population completeness.
- Devise ways to ensure completeness in IPV testing.
- Help onshore team with adhoc requests/analysis.
- Maintain projects (outside IT framework) developed by Projects team for Global Valuations.
- Help in development of new project initiatives by Powai Valuations Head.
- B.Tech./BE/MBA (Finance) with 2 to 5 years of experience preferably in product control area.
- Demonstrates basic understanding (Features & payoff) of Financial products like Forward, futures & options, different types of swaps, bonds and various types of exotic options.
- Demonstrates basic understanding of underlying risk aspects e.g. Option Greeks and various valuation methodologies such as option valuation.
- Strong Excel/VBA programming skills.
- Knowledge of Database e,g.: SQL, MS Access.
- Strong analytical skills.
- Strong communication skills and attention to details.