AD - Valuation - BFSI

The successful candidate will be expected to :

- Have a strong understanding of Legacy and new issue US Non Agency RMBS and ABS products with the ability to assess pricing assumptions and market data in order to perform independent valuation reviews. A solid understanding of valuation inputs, deal structure, waterfalls, cash-flow triggers, loan origination process, liquidation process, pricing models, servicing, government actions and market trends is required.

- Have an understanding of derivative products including structured bespoke transactions, Pay As You GO CDS contracts, Index products and model based products referencing RMBS securities.

- Have expert skills in understanding deal documents, market research and application of the same on the portfolio.

- Have the ability to multitask, work independently. Have the willingness and capability to build a solid control environment for the testing of RMBS and ABS products.

- Perform ongoing reviews of valuation techniques to adapt to changing market conditions.

- Work closely with other control groups and the front office.

Requirements :

- Masters degree in Finance, Math, Economics, Engineering or an MBA. Quantitative background with some Modeling experience preferred. Bachelors in these fields would be considered with very strong relevant experience.

- Expert level working knowledge of Microsoft Excel, Bloomberg and Intex.

- A strong communicator, with a good understanding of the valuation of structured products, and an appreciation of the relationship between market risk exposure, valuation and P&L

- Attention to detail, strong team player.