Valuation Analyst - Independent Price Verification - BFSI

Candidate profile would be as follows:

A first experience in Product Control or Risk functions

Basic knowledge in financial markets

IT skills (VBA exposure required; additional IT skills like C#; Python will be a plus)

Familiarity with pricing/valuation methodologies of derivative products (Equity, Fixed Income, FX) including Risk analysis and Market parameters overview

Strong mathematical/analytical ability

The candidate should also feel comfortable with working and interacting in an international environment (daily exchanges with Paris team expected).

Educational Background

Finance/mathematics degree from college/engineering school

Additional qualification of CFA/FRM would be desirable but not mandatory

Job Offer

This job offer concerns a position within the Bangalore VAL team. The collaborator will actively participate to the production of various deliverables related to IPV, RP and Prudent Valuations Adjustment. This includes:

Parameter cartographies: sourcing of the market parameters used in valuation, preparation of input files required for running the cartographies, run of cartography production process.

IPV reports: participation to the collection and control of data, production of the reports.

Consensus process: insertion of consensus-obtained levels in the referential system, pricing of products using consensus levels-

RP computations

RP analysis (analytical review)