Qualified Professional - Experienced
Work from Office
CFA, CA - Qualified
• To review & perform the Independent Price Testing (IPV) of Fair Valued Assets & Liabilities in the Rates space; Products include Bonds, Swaps, Swaptions, Bermudans etc.
• Computation & reporting of reserves for the Rates business
• Discuss & agree with Desk, Finance and Valuation Methodology teams on product valuation, month end IPV adjustments & reserve numbers
• Review & perform Prudential Valuation calculation for the fair valued positions in the Rates business
• Review of monthly Valuation packs along with commentaries explaining the Reserves & IPV numbers
• On a continuous basis review/challenge client needs and prepare reports in standardized format, with adhoc reports and analysis for senior management
• Represent the team during internal & external audits, running the auditors through the different processes in detail & resolving their queries
- Master's Degree in Finance, Chartered Accountant , CFA with 3+ years of experience in Finance.
- Valuation, financial reporting, internal and external audits, trading,Valuation, financial reporting, internal and external audits, trading,Corporate Banking etc....