Indian Institute of Quantitative Finance
Indian Institute of Quantitative Finance
Center of Finance Excellence - Quantitative Finance and Risk Management
Industry Partners
and Clients

In fo Current Courses

News Letter

IPV Valuations - Senior Analyst/Assistant Manager (Job ID : PC2017111)

Applications are invited for the positions of "IPV Valuations - Senior Analyst/Assistant Manager" in a leading MNC Investment Bank.
Click here to apply

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.

    Qualifications :
  • B.Tech./BE/MBA (Finance) with 2 to 5 years of experience preferably in product control area.

    Skills :
  • 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.

  • Copyright © Indian Institute of Quantitative Finance Pvt Ltd. All Rights Reserved