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25/11 Richa
Manager at Black Turtle

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VP - Valuations - Rates - Independent Price Verification (9-18 yrs)

Mumbai/Bangalore/Pune Job Code: 768544

Role & Responsibilities

- Preparation and review of detailed valuation reports to include analysis/issues for reporting and discussion with Risk, Front Office, Model Validation and Finance.

- Generation and assessment of certain reserves required in the overall Fair Value process (Bid-Offer, model reserves, Day1 Reserves).

- Testing of Exotics model calibration effectiveness - evaluation and reporting of calibration differences across the existing portfolio.

- Analysis, discussion and agreement of variances and methodology with Valuation Methodologies team, desk & Risk Management.

- Reporting of IPV results and Reserves to both the desk and to central Finance IPV reporting team.

- Continuous improvement of methodology and results generation approach and process platform.

- Calculation and review of valuation uncertainty under IFRS and Prudential Valuations including refining exiting methods.

- Provide value added service, maintain controls and challenge the business.

- Provide link between onshore London and offshore India based teams.

- Deal with ad hoc valuation issues and new business approvals.

Women-friendly workplace:

Maternity and Paternity Benefits

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