Valuation Expert - Independent Price Verification - Investment Bank

We hiring for valuation expert for asset classes in Bangalore. Opening is with a top notch investment Bank.

KRA's

- Validate valuation models

- Validate methodologies of valuation adjustments both on models or on parameters

- Identify and monitor the model risk conducted by the market operation

- Validation of market parameters sources for the daily PnL

- Interacting with Front Office to handle their queries on the Valuation Adjustments

- Interacting with Finance teams who report the PnL, Reserves and adjustments

- Producing reports and analysis

- Suggesting new validation and calibration strategies

- Exploring new data sets of information to enhance the coverage of the validations and calibrations

- Working closely with the IT Quants team within the project of an industrialized platform.

Rekha