Credit Derivatives Jobs

Nomura - Mumbai, Maharashtra, India

(Heston, Bates etc.) e. Credit: Pricing of Credit derivatives (CDO, Credit Index Options etc), CVA calculation f. FX: Pricing of plain vanilla and exotic FX derivatives (Barriers, Quantos etc.)

from: linkedin.com - 2 days ago

FinSurge - Mumbai, Maharashtra, India

, credit derivative and OTC Derivatives. Good understanding of Valuation & Sensitivity calculations. Understanding of Market Data sources, cleansing and its impact to P& L Working knowledge of VaR Work

from: linkedin.com (+1 source) - 10 days ago

Karnataka, India

such as FX, rates and credit derivatives.The system is based on a distributed architecture of multi-threaded server-side components and a large compute farm for calculation of risk and pricing data

from: jobleads.co.in - 7 days ago

People Realm Recruitment Services Private Limited - Mumbai, Maharashtra, India

of Exotic Payoffs (e.g. Barriers, Lookback, Asians etc.), Stochastic Volatility Models for pricing Equity Derivatives (Heston, Bates etc.) e. Credit: Pricing of Credit derivatives (CDO, Credit Index Options

from: linkedin.com (+1 source) - 14 days ago

Nomura - Mumbai, Maharashtra, India

to both global and regional investment opportunities across multiple asset classes - fixed income and equity securities, including currencies, interest rates and credit in cash, derivatives and structured

from: linkedin.com - 4 days ago

Mumbai City, Maharashtra, India

experience with Excel Experience with statistical modelling tools, e.g. Python & Pandas or R. Familiarity with a range of different asset classes, such as private credit, derivatives and structured products

from: jobleads.co.in - 9 days ago

KPMG India - Mumbai, Maharashtra, India

. Models – Value at Risk, Counterparty Risk Exposure models, Pricing of plain vanilla and exotic derivatives, FVA, PVA, IPV, Pricing of Credit derivatives , FRTB (SA & IMA), Stress Test Models - CCAR etc

from: linkedin.com (+1 source) - 18 days ago

Deutsche Bank - Pune, Maharashtra, India

lifecycle across Interest Rates, Credit, Equities (OTC Derivatives), Foreign Exchange & Money Market businesses. As part of FIC Re-engineering program, our group is building cross-asset Documentation (DICE

from: linkedin.com - 14 days ago

India

requires a combination of the following qualities: knowledge of the financial markets and debt products, strong quantitative modelling skills in credit and derivative products, strong communication skills

from: jobleads.co.in - 7 days ago

Deutsche Bank - Pune, Maharashtra, India

is responsible for building and managing the Documentation & Settlement applications to support Operations Division in managing the trade lifecycle across Interest Rates, Credit, Equities (OTC Derivatives

from: linkedin.com - 14 days ago