Job Description

- Valuation Analyst within BANGALORE VAL TEAM

Mission

The Valuation Group (VAL), within the Finance Department Cross Expert Group dedicated to GBIS (DFIN/GBI/CEG), is a worldwide team whose core mission statement is to ensure that valuations reflected in financial statements are in line with normative accounting requirements and industry best practice.

This mission statement translates in various functions and deliverables, which include the following:

- Chair and prepare global and regional Valuation Committees.

- Define and maintain Valuation Policies.

- Centralize Independent Price Verification (IPV) reports, and perform IPV on implicit parameters.

- Design, manage and centralize product and parameter valuation cartographies.

- Compute, analyze and report valuation adjustments (Global Valuation Review Committee).

- Design Day One Profit and Level 1/2/3 observability rules.

The core VAL team is located in Paris, but the Valuation Group is also represented in the US and in Asia through the concept of - extended team- : the Valuation Group acts as one global team for GBIS market activities worldwide.

Job Offer

This job offer concerns a position within the Bangalore VAL team. The collaborator will actively participate to the production of various deliverables related to IPV, RP and Prudent Valuations Adjustment. This includes:

- Parameter cartographies: sourcing of the market parameters used in valuation, preparation of input files required for running the cartographies, run of cartography production process.

- IPV reports: participation to the collection and control of data, production of the reports.

- Consensus process: insertion of consensus-obtained levels in the referential system, pricing of products using consensus levels-

- RP computations

- RP analysis (analytical review)

The collaborator will participate to various works that aim at upgrading IPV and RP production framework, tools and processes. This includes VBA macro editing tasks designed to automate treatments.

Candidate profile would be as follows:

- A first experience in Product Control or Risk functions

- Basic knowledge in financial markets

- IT skills (VBA exposure required; additional IT skills like C#; Python will be a plus)

- Familiarity with pricing/valuation methodologies of derivative products (Equity, Fixed Income, FX) including Risk analysis and Market parameters overview

- Strong mathematical/analytical ability

The candidate should also feel comfortable with working and interacting in an international environment (daily exchanges with Paris team expected).

Educational Background

- Finance/mathematics degree from college/engineering school

- Additional qualification of CFA/FRM would be desirable but not mandatory

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