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Derivatives
- Risk / Analytics For a Leading Bank in Mumbai |
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The Corporation |
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Leading Private Sector Bank with advanced and State of Art IT environment through which they support their vast retail and corporate client base. |
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The Role |
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-To evaluate pricing models & hedging & risk control methods in technical literature and implement the same
using computer coding in VB/C++. Interact with Institutions/Consultants for developing models/methodologies.
Products will include foreign currency options & interest rate derivatives including 'exotics' variants.
-Drive any parallel/stand-alone pricers and coordinate with the end-user.
-Drive any pricing set-ups/validation in Pan Systems
-Provide end-user training from time to time |
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The
Candidate Profile |
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Education/Experience |
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B.
Sc /M Sc /Ph d in Applied Mathematics/Statistics/Engineering |
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Market area qualification |
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Masters
in Financial Derivatives or related qualification
/ Ph d in Finance with thesis or papers on Derivatives
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Software Skills |
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Compensation |
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Given
the criticality of the job and the built in challenges
compensation will reflect individual capability,
relevance of experience and has a combination
of guaranteed and variable pay |
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Do please write with a copy of your CV to
kavitashermon@hrfolks.com |
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