Posted By
Posted in
Banking & Finance
Job Code
593049
We are looking out for candidates who are having exposure on valuation of rates specially rates for a leading investment bank in Pune Maharashtra.
Location -India
City - Pune
Function Category -Financial Controlling & Accounting, Tax
Business Divisions- Corporate Center
Job Type - Full Time
Rank - DI - Director
Your role - Are you passionate about the financial markets? Are you an innovator who loves to solve problems? We are looking for someone to use their expertise and join our team in Pune.
Roles and Responsibilities
- Preparation and review of detailed valuation reports to include analysis/issues for reporting and discussion with Risk, Front Office, Model Validation and Finance.
- Generation and assessment of certain reserves required in the overall Fair Value process (Bid-Offer, model reserves, Day1 Reserves).
- Testing of Exotics model calibration effectiveness - evaluation and reporting of calibration differences across the existing portfolio.
- Analysis, discussion and agreement of variances and methodology with Valuation Methodologies team, desk & Risk Management.
- Reporting of IPV results and Reserves to both the desk and to central Finance IPV reporting team.
- Continuous improvement of methodology and results generation approach and process platform.
- Calculation and review of valuation uncertainty under IFRS and Prudential Valuations including refining exiting methods.
- Provide value added service, maintain controls and challenge the business.
- Provide link between onshore London and offshore India based teams.
- Deal with ad hoc valuation issues and new business approvals.
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Posted By
Posted in
Banking & Finance
Job Code
593049