Profiles Includes:-
- Independent Price Verification, Reserve, Prudential Valuation Adjustments
- Background in concepts of Interest Rate Parity, Implying yield from FX Forward. Familiarity with other FX market-conventions such as NDF, Spot, etc.
- Background in curve construction, bootstrapping, interpolation techniques, etc
- Familiarity of FX products such as Target Redemption Forward, First/Second generation FX options, Timer Option, FX forward, FX Swap, etc
- Develop and maintain appropriate policies and procedures for IPV, bid offer reserves, model reserves, etc.
- Independently assess the valuation and associated uncertainty of assets and liabilities within business, specifically continuing the evolution and ensuring the integrity of the IPV and Fair Value reserving processes.
- Design, develop and evolve the methodologies to optimize the Prudential Valuation and stress Prudential Valuation framework. Ensure a robust PVA framework.
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