Assistant Manager/Manager - Independent Price Verification Valuation - Financial Services Group

About Client: is an Asia-based financial services group with an integrated global network spanning over 30 countries.

Job Location- Mumbai

Desired Experience Range- 4-9 years

Level- Assistant Manager/Manager

Role & Responsibilities:

Price testing of Various products includes but not limited to Volswap, Varswap, Dividend Swap, Dividend Futures, Vol testing, Cash, Equity Swaps, Convertible Bonds, ASCOT

Reconciliation of risk with risk reports and ledger/PV reconciliation with front office reports and ledger for population completeness

Devise ways to ensure completeness in IPV testing

Help onshore team with adhoc requests/analysis.

Maintain projects (outside IT framework) developed by Projects team for Global Valuations.

Help in the development of new project initiatives by Valuations Head.

Key Skills:

Mandatory:

- Demonstrates basic understanding (Features & payoff) of financial products like Forward, futures & options, different types of swaps, bonds and various types of exotic options.

- Strong communication skills and attention to details

- Knowledge of Database e.g.: SQL, MS Access

- Strong Excel/VBA programming skills

Desired:

- Demonstrates basic understanding of underlying risk aspects e.g. Option Greeks and various valuation methodologies such as option valuation

- Strong analytical skills