AVP - Valuation Group - BFSI

- Independent Price Verification and reserve calculations of SF parameters such as Bonds, convertible bonds, credit correlation volatilities, loans etc

- Provide analysis of pricing variance drivers, perform due diligence on the reliability of market data from multiple sources such as Bloomberg, Markit-Totem, brokers and other independent sources

- Ensure controls around processes such as population completeness and accuracy, and adherence to key operating procedure

- Good understanding of Credit markets and be able to spot issues when they arise

- Input into methodology innovation to better reflect fair value ensuring processes are dynamic with market changes

- Focus on value add including inputting expert judgment on more grey areas within valuation

- Discuss IPV and reserving results with regional teams and other stakeholders such as Front Office.

- Articulate recurring issues and trouble shoot them by offering and executing solutions

- Ability to work under pressure and deliver within strict timelines

- Develop a strong relationship with product control, risk management, Front Office, models and methodology and Audit teams and have the ability to face off to them.

- Reporting results including Trading pack preparation for senior management, Front Office, Risk Management and Finance

- CA / MBA Finance with 5-7 years workex preferably with Engineering / Physical Sciences / Maths background.

Experience:

- Experience in the Bonds, loans valuations or Risk and Pnl / Product Control in relevant asset classes

- Good understanding of Credit products