Division – CRISIL Intelligence
Department – Fixed Income Research
Experience: 1-5 years
Functional Responsibility/ Domain Related:
- 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.
- Strong oral, written and presentation skills
- Fixed income market understanding
- Working knowledge of MS office products and VBA
