Valuations of various Indian debt instruments including corporate bonds, money market instruments, government securities, state development loans, Treasury bills etc.
Construction and review of yield curve across issuers, sectors and rating categories.
Establishing a strong 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 on a daily basis 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:
Fixed income dealing experience in CP, CD and corporate bonds in Indian debt markets
Strong connect with market participants including fund managers, arrangers, PDs, issuers, brokers etc
Analytical inclination and fixed income fundamentals knowledge.