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Friday, October 1, 2010

BA w IR Derivatives; Pricing/Valuation

Business Analyst                                                     

Duration : 6-12 Months

Location:  Jersey City

Overall Experience: 10+ Yrs.

Position Description:

We are currently looking for a consultant with in-depth knowledge of interest rate derivative products and valuation models to assist with the OTC to Central Clearing program.

The individual should have direct experience with valuing and risk managing vanilla and non-vanilla interest rate swaps, swaptions, caps/floors, rate and bond futures, options on futures, repos, and other complex interest rate products.

In addition, the candidate should possess business analysis and project management skills and be familiar with software development project life cycle.

He/she will be joining a New Jersey based team. Good communication skills are required as he/she will be interacting directly with business users. Other responsibilities will include evaluating internal systems for their quantitative models and prototyping in Excel.

 

 

Thanks & Best Regards,

 

Chirag Kothari

XDuce

Certified Minority Business Enterprise

15 Corporate Place South; Suite # 419

Piscataway NJ 08854

Phone: 732 658 5313| Email: chirag.kothari@xduce.com

Consulting, Licenses & Projects - www.xduce.com

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