- The deal review process requires understanding of the trade structure of exotic derivative products as well as expected payoffs at different time intervals.
- To ensure the model used to value the product is approved by the Model Validation Group (MVG) and is capable of handling all the features of a trade.
- Checking if any of the restrictions of the model are breached by the trade under review
- Prepare checklists for new valuation models and make amendments to existing ones
- Liaising extensively with traders, regional stakeholders, Model Validation Group and quants team.
- To generate various control MIS related to deal review
Shifts: 2pm-11pm
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