Opportunity with an Investment Bank: IPV

1 month ago


mumbai, India Skill Ventory Full time

Roles and Responsibilities

Role & Responsibilities:
Independent price verification of various products for SPG, Credit, Rates/FX & Equities for positions across Global Valuation team
Hands-on experience of BBG/YB/Intex and knowledge of MBS and other securitized products’ pricing desirable
Calculating the variances for portfolio vis-a-vis independent prices obtained through external market agencies or priced through in-house valuation models using external input/parameters
Help ensure that company’s Balance Sheet presents a true and fair view of cash /derivative trading positions
Investigating significant variances and tolerance breaches, untested positions, heat maps & handling queries from trading related to valuation/prices provided
Involved in calculation of Bid Offer reserves across asset classes
Reporting and MIS pack preparation for Senior PC management, Front Office, Risk
Management and Finance
Supervising and reviewing deliverable for the team along with normal BAU
Independently handling regular senior stakeholder communications and audit queries
Driving methodology consistency across regions for all asset classes & contributing to Global valuation transformation initiatives
Exhibit advanced domain, product and market knowledge
Possess excellent problem solving and communication skills
Work closely with a wide range of teams locally & globally across functions under tight
deadlines
Good Python programming skills and hands on experience on Alteryx.


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