Job Details

• Price testing of Various products includes but not limited to Volswap, Varswap, Dividend Swap, Dividend Futures, Vol testing, Cash, Equity Swaps, Convertible Bonds, ASCOT
• Reconciliation of risk with risk reports and ledger/PV reconciliation with front office reports and ledger for population completeness
• Devise ways to ensure completeness in IPV testing
• Take ownership and pro-active management of valuations tasks. Lead when necessary the coordination of solutions in partnership with product controllers, regional controllers
• Challenge existing IPV methodologies and improve quality and efficiency.

Key skills required:

• Acquaintance to IPV/ product valuation methodologies
• Prior experience in Control function
• In Depth knowledge of Risks Greeks (FID & Equity)
• Demonstrates basic understanding (Features & payoff) of Financial products like Forward, futures & options, different types of swaps, bonds and various types of exotic options

Technical Skills:

• Strong Excel/VBA programming skills
• Strong analytical skills