Investment Banking, Private Equity & VC
Qualified Professional - Experienced
Work from Office
CFA, CA - Qualified
• Responsible to review & perform the Independent Price Testing (IPV) of Fair Valued Assets & Liabilities in the Rates and FX ; Products include Bonds, Swaps, Swaptions, Bermudans, FX Options etc.
• computation & reporting of reserves for the Rates and FX 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 or Masters from an institute of repute, 8+ years of experience in Finance industry working in valuations, research, valuation methodologies or similar profiles
• strong communication skills, should be able to express & explain to different audience effectively
• ability to critically think, review & challenge valuation methodologies
• strong understanding of derivatives pricing concepts, methodologies (swaps and options) and associated risks
• attention to detail and strong process improvement capabilities
• ability to multitask, work independently, willingness and capability to build robust control environment for IPV & regulatory reporting
• strong product knowledge across financial instruments with expertise in Rates. Ability to learn products within other asset classes.
• resolve complex issues independently and communicate results to all stakeholders in a timely manner.
• very strong communicator and can present ideas with people at all levels
• team player