Posted By
Posted in
Banking & Finance
Job Code
296097
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
Posted in
Banking & Finance
Job Code
296097
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