| Hyderabad Jobs |
| Banglore Jobs |
| Chennai Jobs |
| Delhi Jobs |
| Ahmedabad Jobs |
| Mumbai Jobs |
| Pune Jobs |
| Vijayawada Jobs |
| Gurgaon Jobs |
| Noida Jobs |
| Hyderabad Jobs |
| Banglore Jobs |
| Chennai Jobs |
| Delhi Jobs |
| Ahmedabad Jobs |
| Mumbai Jobs |
| Pune Jobs |
| Vijayawada Jobs |
| Gurgaon Jobs |
| Noida Jobs |
| Oil & Gas Jobs |
| Banking Jobs |
| Construction Jobs |
| Top Management Jobs |
| IT - Software Jobs |
| Medical Healthcare Jobs |
| Purchase / Logistics Jobs |
| Sales |
| Ajax Jobs |
| Designing Jobs |
| ASP .NET Jobs |
| Java Jobs |
| MySQL Jobs |
| Sap hr Jobs |
| Software Testing Jobs |
| Html Jobs |
| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | Banking / Financial Services |
| Functional Area | Finance / Accounts / Tax |
| EmploymentType | Full-time |
Drive change (automation) to existing internal processes through advance technical and technological skills. Knowledge of one or more programming languages and tools like Python, R, Tableau, Alteryx etc. is desirable. Perform and review the Independent Price Testing (IPV) for Fair Valued Assets & Liabilities within the Investment Banking; Products include Bonds, Interest Rates Swaps, CMS, Caps, Floors, Swaptions, Bermudan Swaptions etc. Computation & reporting of various Valuation Adjustments including Liquidity and model reserve Discuss & agree with Business Front Office, Finance and Valuation Methodology teams within the organization on product valuation, month end IPV Profit/Loss adjustments & reserve numbers Prudential Valuation calculation for the fair valued positions in the Rates Investment Banking business. Preparation and review of monthly Valuation packs along with commentaries explaining the Reserves & IPV numbers On a continuous basis review/challenge client needs and prepare reports in standardized format, with adhoc reports and analysis for senior management Represent the team during internal & external audits, running the auditors through the different processes in detail & resolving their queries.Your teamThe role exists within the Valuation Control Group which is part of Group Finance. The function is responsible for the validation of the final reported valuations of trading products & derivatives through a combination of independent price verification (IPV) and reserving techniques. The VCG team is global with a significant presence in India., Masters Degree in Finance, Chartered Accountant , CFA or Masters from an institute of repute, Willingness to work in Finance industry working in valuations, research, valuation methodologies or similar profiles. Strong communication skills, should be able to express & explain to different audience effectively Ability to critically think, review & challenge valuation methodologies Strong understanding of derivatives pricing concepts, methodologies (swaps and options) and associated risks Attention to detail and strong process improvement capabilities Ability to multitask, work independently, willingness and capability to build robust control environment for IPV & regulatory reporting Strong theoretical product knowledge across financial instruments focus on Rates [Fixed Income Business] (Cash and Derivatives). Ability to learn products within other asset classes viz. Equities, Credit, Securitization, Credit Valuation Adjustments etc. Resolve complex issues independently and communicate results to all stakeholders in a timely manner.
Keyskills :
fixed income derivativesstrong communication skillsfront officedrive changeexternal auditinterest ratesrobust controlproduct knowledgeinvestment bankingprocess improvementcontrol environment