Senior Derivatives Valuations Controller - Investment Bank

Exciting opportunity with one of the leading investment banks who are a client of The Edge Partnership are aggressively expanding their Valuation control team in India hence looking to hire Senior Derivatives Valuation Controller

Some of the key responsibilities will include :

- Develop and maintain appropriate policies and procedures for IPV, bid offer reserves, model reserves, etc

- Design, develop and evolve the methodologies to optimize the Prudential Valuation and stress Prudential Valuation framework. Ensure a robust PVA framework.

- Research market best practice and keep abreast of the evolving issues e.g., XVA, IBOR Transition, etc. that affect the valuation of the Rates business.

- Design, implement and maintain policies and procedures for calibrations of parametrized models.

To be eligible for this role you will require:

- Graduate / Post graduate within minimum 6+ years experience in Valuations Control.

- Basic knowledge on any one of the following programs - R, Python, MATLAB, C++

- Must have strong knowledge of Rates as an asset class.