int(6581)
India

Senior Lead Valuations Control, Rates – Investment Bank

Exciting opportunity with one of the leading investment banks who are a client of The Edge Partnership are aggressively expanding their Valuation control team in India hence looking to hire senior lead who will be managing team of Rates Valuation Controllers in India.

 

Please contact Shashikant Bomma or email your cv directly in word format with job reference no. JO0000005331 to banking-India@theedgepartnership.com

  

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful

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Key responsibilities

  • Develop and maintain appropriate policies and procedures for IPV, bid offer reserves, model reserves, etc
  • Design, develop and evolve the methodologies to optimize the Prudential Valuation and stress Prudential Valuation framework. Ensure a robust PVA framework.
  • Research market best practice and keep abreast of the evolving issues e.g., XVA, IBOR Transition, etc. that affect the valuation of the Rates business.
  • Design, implement and maintain policies and procedures for calibrations of parametrized models.

Role requirements

  • Graduate / Post graduate within minimum 8+ years’ experience in Valuations Control.
  • Basic knowledge on any one of the following programs – R, Python, MATLAB, C++
  • Must have strong knowledge of Rates as an asset class.