Credit Derivatives Jobs in Mumbai

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) - 2 days ago

FinSurge - Mumbai, Maharashtra, India

Understanding of Murex's Risk Measures (Sensitivities, Greeks, VaR, Credit Risk). Product knowledge – FXO, IRD, FX cash, MM, Fixed Income, Equities, Commodities, credit derivative and OTC Derivatives. Good

from: linkedin.com (+1 source) - 2 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 - More than 30 days ago

Nomura - Mumbai, Maharashtra, India

have access 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

from: linkedin.com - 10 days ago

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 - 27 days ago

Mumbai City, Maharashtra, India

entities. Key asset classes include Structured Credit (vanilla as well as exotic asset backed securities), Derivatives (rates, credit, equity, FX and commodities), public and private equity, and typical

from: jobleads.co.in - More than 30 days ago

Nomura - Mumbai, Maharashtra, India

markets Understanding of fundamental, technical and credit analysis of companies Understanding of financial statements and various pricing/valuation methods for companies Understanding of derivatives

from: linkedin.com - 18 days ago

Nomura - Mumbai, Maharashtra, India

Financing, Derivatives Trading, Market & Counterparty Credit Risk management) is preferred Excellent PC skills with competency in Microsoft Excel, Macros/VBA and Python Self-starter and ability to multi-task

from: linkedin.com - 15 days ago

Mumbai City, Maharashtra, India

the Private Bank; including structured credit and derivative margin trading, direct access to trading desks for equity and FX forwards. Our Overseas Services business provides banking, credit, cash management

from: jobleads.co.in - More than 30 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 - 29 days ago