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 current or enhance existing models with guidance, translate business asks into quant solutions, work across functions. Positive understanding of financial instruments (FI in our case) and risk model
sTechnical: Intermediate, expert python, SQL, robust data analytics, architectural design/performance optimization, scalability, etc
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📌 Fixed Income Analyst Bengaluru
🏢 Acuity Analytics
📍 Bengaluru
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