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29/01 Usha Aurion
Associate Recruitment Consultant at Aurion

Views:695 Applications:175 Rec. Actions:Recruiter Actions:84

Valuations Role - Investment Bank (4-13 yrs)

Bangalore Job Code: 791036

Valuations with a leading investment bank


In this role, the team member will be responsible for running and developing official valuation processes on all asset classes including :

- Validation of market parameters sources for the daily PnL

- Calibration of bid/ask spreads for accounting reserves

- Calibration of uncertainty, close out cost and concentration spreads for prudent reserves

- 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

Education : Postgraduate Degree in Finance/Banking/MBA/CFA/FRM

Functional :

- Strong knowledge of financial products and their valuation methods (prefer expertise on both - equity and fixed income products (vanilla and exotics)

- Good understanding of accounting reserves and regulatory prudent reserves

- Good understanding of statistical methods

- Demonstrate effective problem solving and analytical skills

- Ability to pay attention to detail, proactive, critical thinking

Technical :

- Proficiency in MS Office Tools (Especially in Excel), Python

- Ability to use internal databases and financial pricers

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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