Posted By
Posted in
Banking & Finance
Job Code
529977
We are looking for people who are involved in Valuation Control ( Independent Price Verification) for Structured Products- Rates from Banking Industry ONLY. Below is the Jd-
Organisation - Leading MNC
Industry- BPO/ ITES
Functional area- Banking
Job location - Pune
Shift timings - UK shift
The role is within the Rates & FX Valuation Control function that supports this business from within the Finance function. The role involves the calculation of reserves, Internal Price Submissions to team, validation / independent price testing, Fair Value Hierarchy classification and associated reporting requirements.
Key Responsibilities:
- Understand the price testing methodology and own end to end Valuation control process.
- Ability to communicate, explain variances and investigate issues autonomously.
- Review and maintain a strong control environment by performing a thorough review of processes.
- Ability to work in a fast paced environment, produce deliverables on timely basis and in an efficient manner.
- Strong knowledge of fixed income products, market conventions and discounting.
- Understanding of curve construction methodologies and approaches.
- The role requires liaison with desk, onshore Valuations, Product Controllers and reporting teams.
Requirements / Qualifications:
The ideal candidate will combine the following skill sets and or qualifications:
- Strong mathematical/analytical ability (Masters in finance related subject desirable)
- Good knowledge/experience in pricing of fixed income products especially IRS, Swaption, FX and Bermudans.
- Familiarity with derivative and interest rate instruments.
Understanding on Curve Construction and Option Pricing must to have
- Computing skills including strong Excel skills, (VBA - advantageous)
- Experience with Quants background or Valuation Control background with strong product understanding
- Experience in using Reuters/Bloomberg advantageous.
- Strong communicator, with a strong understanding of the valuation of exotic interest rate products like Bermudans, Quantos, CMS, CDRAN
- Understanding of the relationships between Product Control and Valuations.
- Understand the pricing of exotic interest rate products
- Have previous experience working on Models like SABR, LMM / BGM.
- Exposure of working with Model Validation team will be an advantage.
Incase interested, please reply with below details
CTC-
NP-
EXP CTC-
Reason for job change -
Current Location -
Experience into IPV / Valuation control in years-
Enigma Human Capital
Ankita Mishra
Talent Advisor
Enigma Human Capital
Mobile: +91 9742937949
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Posted By
Posted in
Banking & Finance
Job Code
529977