Associate - Capital Market Consulting

Crescendo Global Services
  • Mumbai
  • 10-15 lakh
  • 3-7 years
  • Views
  • 09 Mar 2017

  • Finance/ Accounts

  • Accounting/ Taxation/ Audit
Job Description

- Valuation and risk management of portfolios of structured finance securities

- Analyzing the risk analytics data and suggest changes in the models.

- Pricing of derivatives - vanilla and exotic with the help of internally build pricing model

- Excellent understand of capital market and working across various asset classes

- Knowledge of current events

- Work across fixed incomes

- Perform stress testing

- Creating and helping manage the life cycle of traded products along with preparing fact sheets and term sheets of the trading executed

- Developing innovative structured products and strategies based on requirement of international clients

- Building an excel model for back testing of the trading strategies

Skills required :

- Experience in the financial service industry

- Strong quant knowledge

- Good understanding of visualization tools eg., VBA R, Python, SQL

- Exposure to Econometric and cash flow modeling and illiquid instrument

- Able to work independently and under minimal supervision

- Certification of CFA or FRM will be a plus

Competencies/Skill sets for this job

Service Industry Pricing Model Python Sql Stress Testing

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About Organisation

Crescendo Global Services