Techno Functional Role - IPV Valuation - Investment Bank

Job Opportunity with Top Investment Bank.

- Good Python programming skills and/or hands on experience on Alteryx

- Independent price verification of various products for SPG, Credit, Rates/FX & Equities for positions across Global Valuation team

- Experience of BBG/YB/Intex and knowledge of MBS and other securitized products' pricing is desirable but not mandatory

- 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

- Help ensure that Balance Sheet presents 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

- Possess good problem solving and communication skills

- Work closely with a wide range of teams locally & globally across functions under tight deadlines