AO/Associate Director - Valuation - Securitized Products

Job Description :

- Supervise and review the Independent Price Testing (IPV) of Fair Valued Assets & Liabilities and computation of reserves for credit products including loans, bonds, credit derivatives etc.

- Discuss & agree with Desk, Finance and Valuation Methodology teams on product valuation, month end IPV adjustments & reserve numbers

- Review of monthly Valuation Packs along with commentaries explaining the Reserves & IPV numbers

- On a continuous basis review/challenge client needs and prepare reports in standardized format, with adhoc reports and analysis for senior management

- Represent the team during internal & external audits, running the auditors through the different processes in detail & resolving their queries

- Strong communication skills, should be able to express & explain to different audience effectively

- Ability to critically think, review & challenge valuation methodologies

- Strong understanding of derivatives pricing concepts, methodologies (swaps and options) and associated risks

- Attention to detail and strong process improvement capabilities

- Ability to multitask, work independently, willingness and capability to build robust control environment for IPV & regulatory reporting

- Strong product knowledge across financial instruments with expertise in credit products. Ability to learn products within other asset classes.

- Resolve complex issues independently and communicate results to all stakeholders in a timely manner.

You are :

- A very strong communicator and can present ideas with people at all levels

- A team player