Associate-Credit Strategist

Crescendo Global Services
  • Mumbai
  • 10-15 lakh
  • 4-6 years
  • Views
  • 02 May 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 built pricing model

- Developing financial models- default and recovery rate forecast model, Balance Sheet Metrics, issuance model etc

- Work across fixed incomes, derivatives, structured products, hedge funds and bonds

- Perform stress testing on various strategies

- Working with trading desk

- Developing trading strategies using statistical & analytical models for outrights, curve and inter-market spreads

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

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

- Knowledge of current events in the capital market industry

- Experience of working in the financial service industry especially in the

- 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

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

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Crescendo Global Services