Job Title: FIN_Global Middle Office_AN

Job Code: 10460

Country: IN

City: Mumbai

Skill Category: Finance Middle Office

Description:

The firm is an equal opportunity employer, and we are committed to providing equal opportunities throughout employment including in the recruitment, training and development of employees. The firm and its affiliates prohibit discrimination in the workplace whether on grounds of gender, marital or domestic partnership status, pregnancy, carer’s responsibilities, sexual orientation, gender identity, gender expression, race, color, national or ethnic origins, religious belief, disability or age.

Role & Responsibilities:

The deal review process requires in-depth understanding of the trade structure of exotic financial products as well as expected payoffs at different time intervals in order to identify
material risks with respect to booking methodology issues and trade documentation. Propose booking methodology and documentation amendments
Perform scenario testing to ensure the model accurately captures the cash flow at different time intervals.
To ensure the model is capable of handling all the contractual features of a trade.
The role requires extensive liaising with the traders, regional stakeholders, documentation teams, Model Validation Group and quants team
To generate various control MIS related to deal review
To furnish KRIs/ KPIs to senior management
To develop automated solutions in order to carry out deal reviews and associated processes to further strengthen the controls

Mandatory Skill Set :

Good knowledge and understanding of financial products such as options, CDS, Securitized products, IRS etc.
Understanding of the fundamentals of options and option pricing. Knowledge of Option Greeks, yield curve, forward rates, discounting is required
Good excel skills essential Strong analytical and problem solving skills

Desired Skill Set :

Understanding of exotic derivative products such as barrier options, range accrual securities, CLNs etc.
Identifies and pursues innovative business initiatives
Knowledge of Python, Alteryx, Power BI etc. would be an added advantage

The firm is an equal opportunity employer, and we are committed to providing equal opportunities throughout employment including in the recruitment, training and development of employees. The firm and its affiliates prohibit discrimination in the workplace whether on grounds of gender, marital or domestic partnership status, pregnancy, carer’s responsibilities, sexual orientation, gender identity, gender expression, race, color, national or ethnic origins, religious belief, disability or age.