Quantitative Middle Office Manager

Ikya Human Capital Solutions Pvt Ltd
  • Hyderabad, Gurgaon, Secunderabad
  • 10-15 lakh
  • 4-9 years
  • Views
  • 26 Dec 2016

  • Investments, Finance/ Accounts

  • Banking - Retail
Job Description

Job description

Strong analytical skills
Knowledge or experience with trading products in capital markets: Knowledge of: Fixed Income Modeling. Pricing derivative products like Futures, Options, Indexes, CDS, CDO, FRAs, SWAPs, SWAPTIONs, CAPs/FLOORs. Knowledge of Financial Risk Management: Credit Risk Model, Value at Risk. Knowledge of Interest Rates, Credit spreads, bond pricing, etc.
Strong knowledge of market & credit risk

Strong technical skills including experience using MS Office, Experience handling large amount of data

Daily P&L Explains and Risk Analysis
o Review and validate daily inputs into CVA calculation
o Daily CVA Risk Reports & PNL generation
o Explain the daily P&L movement of CVA
Develop Market Data Quality Reports generation
Process Improvement
o Identify issues and control gaps in existing CVA infrastructure
o Work with technology team to streamline our processes and enhance data integrity and control

Accountable for the success of small projects or sections of larger ones & responsible for the quality and timeliness of all project deliverables. Day to day responsibility for managing the project with line, technology and other partners.
In depth product experience & knowledge of financial instruments accounting and transaction lifecycle

Experience with or knowledge of trading products in capital markets (credit, rates, equities, commodities, or structured credit) preferred
o Knowledge of: Fixed Income Modelling. Pricing derivative products like Futures, Options, Indexes, CDS, CDO, FRAs, SWAPs, SWAPTIONs, CAPs/FLOORs. Knowledge of Financial Risk Management: Credit Risk Model, Value at Risk. Knowledge of Interest Rates, Credit spreads, bond pricing, etc.
Excellent communication skills
Strong technical skills including experience using MS Excel, Basic SQL and Experience handling large amount of data
Strong analytical skills
Preferred
Visual Basic
Strong knowledge of credit risk preferred
Self Starter works on own initiative
Result oriented project management skills

Competencies:
Effective communication skills with English proficiency
Demonstrated ability to work in a high pressure environment
Takes initiative and challenges existing processes and procedures in a proactive manner
Strong team player
Ability to analyze issues independently and derive solutions
Analytical skills
Inherent sense of principles of control through experience and sound judgment
Reliability


Competencies/Skill sets for this job

Risk Analysis Risk Management Credit Risk Model

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