Job Title: FIN_Global Middle Office_AN
Job Code:
11343
Country:
IN
City:
Mumbai
Skill Category:
Finance Middle Office
Description:
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 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
Position Specifications:
Experience : 0 3 Yrs
Qualification :MBA (Finance)+ FRM (Preferred)