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.