Work with the team in Gurgaon and New York in the valuation and risk management of portfolios of Structured Finance securities.
Ascertain the risks underlying distressed and illiquid financial instruments using Blackrocks proprietary models & tools. Develop customized models for exotic positions and present the results to Portfolio Managers.
Propose buy/sell recommendation in line with the investment plan and regulatory concerns of the client.
Liaise with other analysts, developers and financial modelers in enhancing our proprietary credit models,
Reporting and analysis:
Responsibilities include but are not limited to managing/developing the models feeds, analyzing the data output and suggesting/implementing process improvement
Constant need to track and manage multiple projects with respect to timelines, resource estimation and quality control
Coordinate with the team in India and other offices in analyzing risk analytics data and suggesting modelling changes/improvements.
Prior Experience of 1-2 years in the Financial Services Industry
Ability to interpret performance metrics on broad Asset-Classes (Private Equity, Asset Backed Securities, Corp-bonds, Sovereigns, ABS, etc.) and produce specific Market commentary
Must possess in-depth knowledge of financial markets and current events, and be able to understand financial products
Experience with scripting, data management, and / or visualization tools / programming languages, e.g. R, Python, SAS, VBA, and SQL, with fluency in any one
Exposure to Econometric and cashflow modeling of bespoke and illiquid instruments will be a plus
Must be able to write and understand complex financial algorithms for implementing methods, tools and applications
Self-starter who can work independently and be able to work and deliver under minimal supervision
A bachelors degree in quantitative area such as Physical Sciences, Engineering, Economics or Mathematics from a reputed institute
Strong quantitative and data interpretation/manipulation skills
Advanced Excel skills, experience with VBA and SQL is preferable
MBA/FRM/CFA or progress toward a plus
Qualification*B.E, B.Tech, MBA, BSC, MSC Statistics
Experience*1 Year- 2 Years
Salary*Best in Industry