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Anshul Bhardwaj

Consultant at Michael Page

Last Login: 03 September 2022

Job Views:  
1841
Applications:  40
Recruiter Actions:  40

Job Code

296097

AVP - Valuations - Equity - BFSI

4 - 6 Years.Others
Posted 8 years ago
Posted 8 years ago

AVP - Valuations (Equity)

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.

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Posted By

user_img

Anshul Bhardwaj

Consultant at Michael Page

Last Login: 03 September 2022

Job Views:  
1841
Applications:  40
Recruiter Actions:  40

Job Code

296097

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