AVP - Valuations - Credit - BFSI

AVP - Valuations (Credit)

Reporting to the Director /Sr VP-Valuation Control, your major responsibilities would be:

- Independent Price Verification, investigate drivers for variance, perform due diligence for reliability of price date from multiple sources.

- Supervising and reviewing the monthly price testing process for the Regional Business that are supported.

- Be able to justify adjustments to fair value such for Delta and other Greeks, large position adjustments, Model and complexity, portfolio complexity etc.

- Basis the IPV process and investigations develop reserving amounts and justify the same.

- Investigation of pricing / model uncertainty in methodology and parameters used.

- Discussing price testing results, fair value and model reserves, general modeling issues / uncertainties with FO and reporting on suitability for specific products / markets.

- Reporting and MIS pack presentation for senior management, front office, risk management and finance.

- Use the Analytics pricing platform to perform checks and simulations on IPV prices as a part of the IPV process.