AM/ DM (Derivatives Valuation), Mumbai
Job Description:
Job Description – Derivatives
Job Title: Asst. Manager
Department: Derivatives
Reports to: Sr. Manager / JVP
Experience: 0 – 5 years
Required Qualification: PGDM / MBA
Age should be upto 36 yrs
Preferred Qualification: CQF / CFA / FRM.
Skill, Knowledge & Trainings:
? The candidate should have thorough understanding on various OTC Derivatives products, specifically with regard to valuation and market risk sensitivity computation.
? Prior experience in OTC Derivatives markets in the area of risk management or mid-office / Valuation / CVA / DVA will be an added advantage.
? Proficiency in any coding language such as VBA, Python, Java will be an added advantage.
Core Competencies:
? Accountability
? Ownership
? Commitment
? Team Work
Functional Competencies: Should be proficient in valuation of Derivative instruments and market risk sensitivity computation.
Job Purpose: To participate in the design and rollout of new products and services to develop the OTC Derivatives Market in India.
Area of Operations Key Responsibility
Valuation and New Product Development Development, maintenance and updation of models. Participating in the design and rollout of new products and services to develop the OTC Derivatives Market in India
Preparing system requirements Interacting with IT / developers to prepare models
UAT Carrying out thorough User Acceptance testing for any new enhancements / developments in the department.
Operations Candidate will be responsible for day to day operations of the Department and carrying out any activity assigned by the supervisor.
Any Other Requirement: Knowledge on MS Office mainly MS Excel on the various functionalities including recording and writing of Macros.
Strong interpersonal skills with good written and verbal communication is a must.
Flare for marketing of services provided by CCIL to the Market.
Key Skills :
Company Profile
RBI Bank created group which is leading Financial company into --- and settlement functions provide guaranteed --- and settlement functions for transactions in Money, G-Secs, Foreign Exchange and Derivative markets. It also provides non-guaranteed settlement for Rupee interest rate derivatives and cross-currency transactions through --- CLS Bank. It has also set up a Trade Repository to enable financial institutions to report ---ir transactions in OTC derivatives.
Apply Now
- Interested candidates are requested to apply for this job.
- Recruiters will evaluate your candidature and will get in touch with you.