Associate Sr Associate Valuations

4 weeks ago


Sany, India Acme Services Private Limited Full time
Responsibilities/Deliverables:
Produce and review daily liquidity risk and VaRcalculations
Produce and review weekly riskreport
Prepare daily and monthly reports and adhocanalysis to assist portfolio management and valuation committee intracking Cost/MV/PNL attribution and pricetrends/variances
Verify monthly pricing for OTCsecurities
KeyRequirements:
Bachelors degree witha major in Finance Accounting Economics Mathematics or the AppliedSciences is preferred
Professional experience with MBSand/or Structured Products Valuation
Big Four Valuationsexperience preferred
26 years of relevant experiencepreferably in a financeoriented role
Proficiency inPython VBA and Excel required; you should be well versed inreporting and data query formation
Proficient withPython with ability to script from scratch experience using on aregular basis and knowledge of Pandas and NumPylibraries
A strong understanding of derivativesincluding interest rate swaps options currency forwards futuresswaptions etc.
Outstanding academiccredentials
Strong work ethic and integrity candidateshould be a team player that is proactive and selfmotivated
Strong analytical organizational interpersonalcommunication and writing skills
Ability to work in ateam environment

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