Assistant Vice President - Rates Valuation Control - Investment Bank

We have an opening with IB based in Navi Mumbai.

PFB Job Description:

- Responsible 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 a 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

Your expertise :

- Master's Degree in Finance, Chartered Accountant, CFA or Masters from an institute of repute, 3+ years of experience in the Finance industry working in valuations, research, valuation methodologies or similar profiles

- Strong communication skills, should be able to express & explain to a 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 a 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.

You are :

- A very strong communicator and can present ideas with people at all levels

- A team player

Please apply with the updated CV and following information:

- Current Company :
- Current Designation : ___________ Since ________
- Total Exp:
- Relevant Exp:
- Current CTC :
- Exp CTC:
- Notice Period :
- Reason for Job Change :
- Current Location
- Preferred Location
- Reporting to :
- Handling a team of :

Tejashree Waradkar
Recruitment Consultant @ Black Turtle
Email : tejashree@black-turtle.com | Website: www.black-turtle.com