SA/AM - Independent Price Verification - Investment Bank

SA/AM- Independent Price Verification- Investment Bank

Job Opportunity with Leading Investment Bank

Need: 3+ Yrs

Location: Mumbai

Requirement:

- Independent price verification of various products for SPG, Credit, Rates/FX & Equities for positions across Global 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 a true and fair view of cash /derivative trading positions

- Investigating significant variances and tolerance breaches, untested positions, heat maps & handling queries from trading related to valuation/prices provided

- Involved in calculation of Bid Offer reserves across asset classes

- Reporting and MIS pack preparation for Senior PC management, Front Office, Risk Management and Finance

- Supervising and reviewing deliverable for the team along with normal BAU

- Driving methodology consistency across regions for all asset classes & contributing to Global valuation transformation initiatives