
Independent Price Verification Specialist
3 days ago
Job Opportunity:
The Investment Banking role involves Independent price verification of various products for positions across Global Valuation team.
Key Responsibilities:
- 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.
- Ensuring company's Balance Sheet presents a true and fair view of cash /derivative trading positions.
Additional Tasks:
- 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.
Requirements:
- Advanced domain, product and market knowledge.
- Excellent problem solving and communication skills.
- Good Python programming skills and hands on experience on Alteryx are required.
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