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)