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05/10 HR
Managing Director at Edge In Asia Recruitment Private Limited

Views:472 Applications:73 Rec. Actions:Recruiter Actions:58

Senior Derivatives Valuations Controller - Investment Bank (6-12 yrs)

Pune Job Code: 987580

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.

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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