AVP - Valuation - Investment Bank

Industry - Banking

Job Type - Permanent

Job Description - Work with a leading investment bank in the global valuations team

Client Details

Our client is one of the leading Global Investment Banks and the role is positioned within their central valuation group. The central valuation group is supporting their Corporate and Investment banking business across the globe. They are currently looking strong professionals from a valuations background to join their successful team.

Description

The role would involve :

1 Calibrating/Building Yield curves

2 Bid /Offer reserve calculations

3 Prudential valuation Adjustments

4 IPV for Rates Products -some products include Interest Rate Swaps, Swaptions, Cross Currency Swaps, Inflation-Swaps,Total Return Swaps and Collateralized Derivative products.

Ideally candidates with valuations or IPV experience with rates products with substantial experience ( 5 + years ) would fit the bill.

It is necessary for the candidates to have substantial rates products knowledge .

If the candidates have a quant background working in model validation, attribution roles for rates products if would also be acceptable.

Profile

- 5+ years experience in the valuations space.

- Strong understanding in pricing models with a greater stress on understanding of parametric inputs.

- Strong technical knowledge of the asset classes

- Hands on experience with Bloomberg and Reuters in key markets data sets & using pricing functions

- Strong hands on experience with MS Excel financial functions and experience in writing macros.

Job Offer

This is an excellent opportunity with challenging role to be associated with a huge brand name that has a unique environment that fosters a great working environment, with a lot of internal stakeholder visibility along with a market leading compensation.. The selected candidate will enjoy the benefits of joining a new team within a worldwide leading market player with aggressive plans to grow in the next 12 months.

Page Group India is acting as an Employment Agency in relation to this vacancy.

Contact - Anshul Bhardwaj -

The Apply Button will redirect you to website. Please apply there as well.