Functional Responsibility/Domain Related:
Valuations of various Indian debt instruments including market linked debentures,bonds etc.
Establishing a robust network for polling across market participants – mutual funds, insurance companies, banks, primary dealers, brokers, arrangers and other active investor/traders segments
Polling with various debt market participants for sourcing required pricing information.
Sourcing and analyzing trades/pricing data received from various market sources (exchanges, asset managers etc.) for the purpose of valuations.
Preparation of valuation models using excel/VBA.
Preparation of ad-hoc analytical report for the purpose of senior management and/or for external agencies.
Preparation and maintenance of documentation related to valuations
Assistance in development, testing, maintenance of various in-house applications
Desirable Skills:
Solid connect with market participants including fund managers, arrangers, PDs, issuers, brokers etc
Analytical inclination and fixed income fundamentals knowledge.
Solid oral, written and presentation skills
Fixed income market understanding
Working knowledge of MS office products and VBA
Knowledge of option pricing and quantitative models
📌 Senior Research Analyst Fixed Income Research Mumbai
🏢 Crisil
📍 Mumbai