OTC Derivatives Offshore Quant Analyst (Job ID : QA2015071)

Applications are invited for the position of "Quant Analyst - OTC Derivatives Offshore Quant Analyst" in a MNC Investment Bank.
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    Position Summary :
  • OTC Quant Analyst will be a member of the Quant team in Pune which will produce valuations and analytics for OTC Derivatives and other complex asset types on a daily and Intraday basis to be used throughout the bank as well as for its clients.

    He will play a key role in supporting pricing environments for OTC valuation including market data and models. He will perform quantitative analysis of derivative products and bring his technological expertise to develop appropriate systems. He will provide necessary client services including price challenges.

    He will be involved in all aspects of day-to-day production of select asset types, from start to close of the global valuation day.

    The position requires the candidate to support the pricing manager to communicate with both internal & external stakeholders including risk management. This is a relatively modest risk associated process since it deals with price quality.

  • Key Roles and Responsibilities :
  • Perform Daily and Intraday Valuation for select OTC Derivative asset types and ensuring that related SLA’s are met consistently with appropriate controls for quality. 45% of the time.
  • Participate in the development of pricing environment for select Derivative Products valuation with associated processes and procedures for valuation to ensure that appropriate controls are in place. 25% of the time.
  • Provide client services to onshore subject matter experts and clients directly to address their concerns about price quality. 20% of the time.
  • Oversee issues arising in the course of daily production (issues related to process controls, technological issue escalation and resolution, staff questions surrounding processing, price challenges and justifications, etc.) and communicate and educate onshore valuation and technological SMEs and front office staff for assistance with issues that arise offshore. 10% of the time.



  • Qualifications/ competencies :
  • Job profile requires graduate academic credentials in Engineering, Mathematics and Finance and some experience in derivatives, relevant valuation models; He should be familiar with techniques of Quantitative Analysis, current market conditions and similar products available in the market.
  • A strong background in EXCEL and VBA skills is required.
  • Experience of 1-3 years would be preferred.
  • The job would require the incumbent to solve price quality issues arising from market data or models. The incumbent is expected to produce valuations and analytics for OTC Derivatives and complex asset types. This would require strong problem solving skills including technological issues.
  • Candidate should have excellent communication skills. This Job requires frequent communication & co-ordination within the team members, supervisors & internal clients as well as external clients. Should also have ability to effectively build cooperative relationships with people, manage differences and resolve conflicts.

Placement Program

IIQF provides placement assistance to all students who successfully complete its courses. We have an active placement program in place to provide job opportunities to our students in relevant areas. IIQF has been engaged by some of the top Wall Street Investment Banks for recruitment of personnel for their Quant teams. We receive enquiries from investment banks, investment analytics firms, hedge funds, broking houses, financial software companies and other financial institutions for placement of our students in their Quant teams.

Current Requirements

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