Independent Price Verification Role - Investment Bank

Job Opportunity with Leading Investment Bank

Need: 5-10Yrs

Location: Mumbai

Requirement :

- Good functional understanding of Independent price verification of various products for Credit, Rates/FX & Equities for positions across Global Valuation team

- Very good functional understanding of calculation of Bid Offer reserves across asset classes including calibration/aggregation of bid-offer spread.

- In-depth analysis of existing assumption in the IPV and reserve model.

- Preparation of detailed model document for IPV and reserve process, which includes functional details of the process, assumptions, justification for any inherent exception/assumption.

- Provide/ suggest alternate methodology for IPV and reserve, wherever it is feasible. Also, aim to create global consistency in terms of methodology.

- Possess good problem solving and communication skills

- Work closely with a wide range of teams locally & globally across functions under tight deadlines

- Good Python and VBA programming skills.