Description
We are seeking a Valuations Senior Specialist, AVP to join our Valuation Control team within Market and Valuations Risk Management (MVRM) in Mumbai.
The successful candidate will be responsible for performing Independent Price Verification (IPV), Fair Value adjustments, and Prudential Valuations calculations for various financial products.
Key responsibilities include:
- Perform IPV, Fair Value adjustments, and Prudential Valuations calculations for products such as Bonds, Loans, Swaps, Securitized Products, Derivatives, FX, IR Swaps, Swaption, Inflation Swaps, and Inflation Options
- Report and provide analysis of pricing variance drivers and perform due diligence on market data from multiple sources
- Take ownership of the process and models, and make changes and improvements as necessary
- Increase process efficiency by automating manual steps and coordinate with CTB
- Develop strong relationships with product control, risk management, and quantitative departments
- Ensure controls around processes and adherence to key operating procedures
We offer a range of benefits, including:
- Best in class leave policy
- Gender neutral parental leaves
- 100% reimbursement under child care assistance benefit
- Flexible working arrangements
- Sponsorship for industry-relevant certifications and education
- Employee Assistance Program
- Comprehensive Hospitalization Insurance
- Accident and Term life Insurance
- Complementary Health screening for 35 yrs. and above
The ideal candidate will have several years of experience within the Valuation/Market Risk departments of a large investment bank, with in-depth knowledge of Credit, Rates, or Currency markets.
Required skills include:
- Good working knowledge of Excel, VBA, and Python
- Hands-on experience with market data providers such as Reuters, Bloomberg, ISMA, and Markit
- Good communication skills
- Proven ability to leverage AI tools to enhance productivity and optimize workflows