
Indian Institute of Quantitative Finance
Center of Finance Excellence - Quantitative Finance and Risk Management
Associate - Pricing and Valuations
(Job ID : APV2018111)
Applications are invited for the positions of "Associate - Pricing and Valuations" in Gurgaon.
Job Description: Associate - Pricing and Valuations
Regular daily valuations for client-portfolios and addressing price challenges.
Driving the development and implementation of the regional valuations business plan.
Implementing prototype pricing models and/or testing production valuation models for non-standard instruments originating in the region.
Providing response to more complex/quantitative queries about Company’s data and valuation products.
Qualification and Experience
0-2 years’ experience in the structured derivatives markets (e.g. trading, quant / sales structuring, risk analysis, model validation, product control, collateral or valuations analysis etc.).
Undergraduate or postgraduate degree. Degree in quantitative discipline will be preferred.
Strong understanding of vanilla and exotic instruments being traded in the derivatives markets.
Strong understanding of models underlying structured derivative valuations.
Excel/VBA, SQL or other programming skills to prototype/test pricing models.
Excellent communication skills.
Basic understanding of database structures and use of SQL will be an added adavantage.
Experience in a client facing environment or account management will be an added adavantage.

Job Description: Associate - Pricing and Valuations
Qualification and Experience

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