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Job Description
BV/BY model
- BV/BY tool developed in Python and leverage libraries from vendors such as Intex and FINCAD (calculation description attached)
- Resource profile:
- Fixed-income modelling knowledge, structured product and fixed-to-floating model knowing is beneficial.
- Diagnose differences between prop BV/BY and Aladdin Premium BV/BY model
- Independently work with Blackrock calculator team to determine if differences are due to model, accounting inputs, cashflow inputs, or other security terms and conditions inputs, etc.
Skill level
- Quant: Intermediate, build new or enhance existing models with guidance, translate business asks into quant solutions, work across functions. Good understanding of financial instruments (FI in our case) and risk model
- Technical: Intermediate, expert python, SQL, strong data analytics, architectural design/performance optimization, scalability, etc.
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Skills
Data AnalyticsPythonAnalyticsSqlAnalystIf a job posting appears fraudulent, asks for payment, contains misleading information, or violates our guidelines, please report it immediately. Our team will review it promptly, Jobaaj does not charge any fee from the applicants.
About Company
Important dates & deadlines?
Application Deadline
05 Oct 26, 03:51 PM IST
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