Mumbai, India

Manager IPV Valuations

Our client is one of the global investment banks which provides industry-focused services for clients across geographies. They are currently looking for a skilled professional to join their Valuation Control team in Mumbai.

Please contact Shashwat/Yuvraj or email your cv directly in word format with Job ID 10481 to riskandquants-in@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

Conduct independent price verification for a diverse range of financial products including SPG, Credit, Rates/FX, and Equities across the Global Valuation team.
Calculate variances between portfolio values and independent prices obtained through external market agencies or in-house valuation models.
Ensuring that Balance Sheet accurately reflects true view of cash and derivative trading positions, and investigate and analyze significant variances, tolerance breaches, and untested positions while managing queries from trading teams related to valuation and pricing.
Contributing to comprehensive risk management practices and prepare detailed reports and MIS packs for Senior Product Control management, Front Office, Risk Management, and Finance.
Promote methodology consistency across regions for all asset classes and contributing to global valuation transformation initiatives, along with independently handling stakeholder communications and audit queries.

Role requirements

Demonstrated understanding of financial product features and payoff structures, including Forwards, Swaps, Futures, and Options (including exotic options), along with the relevant greeks and sensitivities involved.
Expert-level grasp of various pricing and valuation methodologies, enhancing accuracy and reliability.
Strong Excel skills coupled with VBA, and/or Python programming experience.
Proficiency in using databases such as SQL and MS Access, enabling efficient data management and analysis.
Experience with BBG, YB, Intex, and knowledge of MBS and other securitized products’ pricing is desirable.

Mumbai, India

Manager IPV Valuations

Key responsibilities

Role requirements

Apply for this Job

Manager IPV Valuations

Mumbai, India

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