Manager/AVP - IPV Valuations - Investment Bank

Job Opportunity with Leading Investment Bank

Location : Mumbai

Need : 7-10 yrs of experience

Designation : Manager/AVP

Shift : EMEA/AEJ

Roles & Responsibilities :

- Price testing of various products including but not limited to Bonds, Loans, Convertible Bonds, Credit Default Swaps (Single Names and Indices), Collateralized Debt Obligations, Collateralized Loan Obligations, etc. for positions across Global credit Valuation team

- Calculating the variances for portfolio vis-a-vis independent prices obtained through external market agencies or priced through in-house valuation models using external input/parameters

- Help ensure that Balance Sheet presents a true and fair view of trading/derivative positions

- Investigating significant variances and tolerance breaches & handling queries from trading related to valuation/prices provided

- Involved in calculation of Bid Offer and Model reserves

- Good programming skills (VBA, Python, SQL) is desirable but not a must