Quantitative Valuation
3 weeks ago
Quantitative Valuation Fair Value Accounting Wholesale Lending Location Bangalore Pune Chennai Level Consulting Manager Sr Consulting Manager Notice Period 60 to 90 days Role Summary Lead the development governance and oversight of fair value models for Wholesale Banking - Lending Valuation portfolios ensuring compliance with IFRS 13 ASC 820 internal Model Risk Management MRM policies and regulatory Model Validation standards such as SR 11-7 Drive automation innovation and stakeholder engagement to deliver accurate and transparent valuation processes Key Responsibilities Define and execute valuation strategy for wholesale lending portfolios Oversee model development validation and governance aligned with SR 11-7 principles and ECB TRIM guidelines Partner with Finance Risk and Audit for financial reporting and regulatory reviews Guide a team of Data Scientists and Quant developers and foster a culture of compliance and innovation Drive automation and explore AI ML for valuation and scenario analysis Required Qualifications BE BTech and MBA Master s in Finance Mathematics or related quantitative discipline 10 years in quantitative valuation fair value accounting and model validation Expertise in IFRS 13 ASC 820 SR 11-7 ECB TRIM and wholesale lending products Advanced proficiency in Python SAS SPSS MATLAB any two mandatory and large-scale data wrangling exposure in SQL Hadoop Scala Strong customer facing and stakeholder management skills along with the ability to guide Consultants and grow the practice KPIs MRM Compliance 100 adherence to SR 11-7 and internal governance Model Validation Timely completion of validations and remediation of models Audit Findings Zero high-severity issues related to valuation models Automation Achieve X automation of valuation processes within 12 months Accuracy Maintain valuation variance within acceptable thresholds Preferred Experience with Basel IFRS 9 CECL frameworks Familiarity with governance committees and regulatory interactions Exposure to AI ML for valuation and risk modeling
-
Senior Quantitative C++ Developer
3 weeks ago
India Epsilon Technologies Group Full timeCompany Description Epsilon Technologies Group (Epsilon) is a specialist capital-markets technology solutions and services firm helping financial institutions modernize their platforms, risk management, and operations. Our products provide valuation, risk, and accounting capabilities for complex fixed income and derivative instruments, built on a...
-
Senior Quantitative C++ Developer
3 weeks ago
India Epsilon Technologies Group Full timeCompany Description Epsilon Technologies Group (Epsilon) is a specialist capital-markets technology solutions and services firm helping financial institutions modernize their platforms, risk management, and operations. Our products provide valuation, risk, and accounting capabilities for complex fixed income and derivative instruments, built on a...
-
Senior Quantitative C++ Developer
3 weeks ago
India Epsilon Technologies Group Full timeCompany Description Epsilon Technologies Group (Epsilon) is a specialist capital-markets technology solutions and services firm helping financial institutions modernize their platforms, risk management, and operations. Our products provide valuation, risk, and accounting capabilities for complex fixed income and derivative instruments, built on a...
-
Senior Quantitative C++ Developer
2 days ago
india Epsilon Technologies Group Full timeCompany DescriptionEpsilon Technologies Group (Epsilon) is a specialist capital-markets technology solutions and services firm helping financial institutions modernize their platforms, risk management, and operations. Our products provide valuation, risk, and accounting capabilities for complex fixed income and derivative instruments, built on a...
-
Macro Valuation Associate
4 weeks ago
Bengaluru, India Point72 Full timeJob Description A Career with Point72's Valuation team The Point72 Valuation team manages the valuation of all investments across the firm's extensive hedge fund, private equity, and venture capital portfolios. The team's investment valuation coverage ranges from exchange traded products to derivatives traded in OTC markets, to venture capital and private...
-
Analyst, Valuation Controller
3 weeks ago
Mumbai, India JPMorganChase Full timeJob Description Job Description Are you ready to make an impact in the world of financial valuation and controls Join our Valuation Control team as an Analyst, Valuation Controller, where you'll play a key role in executing price verification and benchmark processes to ensure fair value across our business. You'll collaborate with cross-functional teams,...
-
Valuations Specialist
4 weeks ago
Mumbai, India Deutsche Bank Full timeJob Description Position Overview In Scope of Position based Promotions (INTERNAL only) Job Title: Valuations Specialist - Associate Location: Mumbai, India Role Description Valuation Control is a specialist group within Market and Valuations Risk Management (MVRM) that manages a wide range of relevant risk and implementation topics to ensure integrity and...
-
Assistant Vice President
4 days ago
Chennai, India Barclays Full timeJob Description Join Barclays as an Assistant Vice President - Valuation Control , where role is a part of the Product Control projects team which works closely on identifying and delivering end to end solutions for manual problems for the Month end reporting. The role is pivotal in aligning with the overall change aspiration for the bank and look at the...
-
Acquisitions Valuations Analyst
2 weeks ago
Noida, India Barclays Full timeJob Description Embark on a transformative journey as Valuation Analyst at Barclays, where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences .Our team is Responsible for leading and building...
-
Risk Management
2 weeks ago
India B2K analytics Full timeJob Title: Manager / Associate Manager -Risk Solutions (Consulting) Location: Mumbai | On-site Employment Type: Full-Time Primary Responsibilities The role of Manager/Associate Manager involves managing and hands-on work in projects/assignments from end to end. Should be able to guide analysts as part of the execution team. Involves a fair degree of customer...
