Protiviti - quantitative analyst
BangaloreProtiviti India Member Private limited
...income instruments, including :1. Bonds2. Knowledge of key risk and valuation metrics such as duration, DV01, and spread measures (e.g., Z-spread, matched-maturity spreads).- Familiarity with key rate risk and bucketed DV01 analysis.- Interest Rate Swaps- Understanding of swap instruments and underlying indices (e.g., OIS, [...]
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