17/08 Javeria Siddiqui
HR Recruiter at Black Turtle

Views:471 Applications:85 Rec. Actions:Recruiter Actions:51

Assistant Vice President - Valuation Quant (8-10 yrs)

Gurgaon/Gurugram Job Code: 841270

Assistant Vice President - Valuation Quant

- Define the methodology for IPV and associated Liquidity/Model/Deal Specific Valuation Adjustments (VA) for any given product or risk (including regular methodology reviews and advice on re-calibrations) knowledge of XVAs are a plus.

- Create the standard process via system or spreadsheet on how to execute the methodology in line with compliance requirements

- Perform reviews and approval of all market data constructions, functions and models used in production to value transactions

- Review and Challenge the IPV processes conducted by Business Finance and Control (BFC)

- Review of material new deals and changes to models and market data configurations

- Assist with implementation of strategic projects, such as key risk management and system enhancements

- Working closely with Traders, Market Risk Management, Model Risk Management, FO Quants, BFC, senior managers on new product, model development, model sign-off etc.

- Define Fair Value Hierarchy categorization and justification and create the framework of a given product, risk, or portfolio as appropriate

- Define Liquidity (covered/non-covered) and create the framework of a given product, risk, or portfolio as appropriate

- Financial Modeling experience or equivalent in Equities

- derivatives valuation and independent price verification experience in Equities

- Working knowledge of MS Office applications including VBA, MarkIT, Reuters, Bloomberg.

- Demonstrate ability to interact with personnel at all levels of a Top tier Financial Organization

Education :

- University degree in Finance, Engineering, Mathematics or related degree.

- Post-graduate university degree (MFE or PhD preferred)

- Computer Programming Skills - Python

- FRM/CPA/CFA/ACA

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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