Analyst/Senior Analyst - Independent Price Verification - BFSI

Title : Independent Price Verification (Analyst/Sr.Analyst)

Experience : 2-4 years

Location : Mumbai

JD

- Independent Price Verification and reserve calculations of SF parameters such as Bonds, convertible bonds, credit correlation volatilities, loans etc

- Provide analysis of pricing variance drivers, perform due diligence on the reliability of market data from multiple sources such as Bloomberg, Markit-Totem, brokers and other independent sources

- Good understanding of Credit market .

- Developing strong relationships with product control, risk management and models and methodology team on valuation and modeling issues.

- Reporting including Trading pack preparation for senior management.

- Be involved in ad-hoc projects / investigation requests from Stakeholders

- Escalate issues on time when required.

Skills

- Experience in the Bonds, loans valuations or Risk and Pnl / Product Control in relevant asset classes

- Good understanding of Credit products

- Knowledge and experience with Totem-MarkiT, Bloomberg or Reuters in key markets preferable

- Must have strong MS Excel and Access skills and experience in writing macros a plus.

- Ideal if experienced in VBA and any development in an object-oriented language like C, C++ etc.