Managing Director at Edge In Asia Recruitment Private Limited
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Senior Lead - Valuations Control - Rates - Investment Bank (8-13 yrs)
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 lead who will be managing team of Rates Valuation Controllers in India.
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 8+ 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.