We are Looking for Vice President Derivative Valuation for my Global Investment Bank in Delhi/NCR. Responsibilities : - Define the methodology for IPV and associated Liquidity/Model/Deal Specific Valuation Adjustments (VA) for any given product or risk (including regular methodology reviews and advice on re-calibrations) - knowledge of XVA's are a plus. - Create the standard process via system or spreadsheet on how to execute the methodology in line with compliance requirements - Perform reviews and approval of all market data constructions, functions and models used in production to value transactions - Review and Challenge the IPV processes conducted by Business Finance and Control (BFC) - Review of material new deals and changes to models and market data configurations - Assist with implementation of strategic projects, such as key risk management and system enhancements - Working closely with Traders, Market Risk Management, Model Risk Management, FO Quants, BFC, senior managers on new product, model development, model sign-off etc. - Define Fair Value Hierarchy categorization and justification and create the framework of a given product, risk, or portfolio as appropriate Candidate Profile: - Desired Candidate must have 8+ years of relevant experience and total experience might be high. - Desired Candidate must have Math or Science or Finance Degree. - Candidate must have hands on experience in Financial Modeling experience or equivalent especially Interest Rate Exotics - 7+ years of derivatives valuation. - Computer Programming Skills - Python Pankaj Pandey Mancer Consulting

Delhi NCR

Vice President - Derivative Valuation - Investment Bank 

Vice President - Derivative Valuation - Investment Bank  ,Job Description for Vice President - Derivative Valuation - Investment Bank  in Mancer Consulting Services in  Delhi NCR for (8-14) years of experience. Apply Now!

Job Description for Vice President - Derivative Valuation - Investment Bank  in Mancer Consulting Services in  Delhi NCR for (8-14) years of experience. Apply Now!