Posted By
Posted in
Banking & Finance
Job Code
1321967
- Independent price verification of various products for Credit, Rates/FX & Equities for positions across Global Valuation team
- Hands-on experience of BBG, Trade Web and other market data sources. Good understanding of different type of collateral and CSA used for valuations.
- Calculating the variances for portfolio vis-a-vis independent prices obtained through external market agencies or priced through in-house valuation models using external input/parameters
- Investigating significant variances and tolerance breaches, untested positions, heat maps & handling queries from trading related to valuation/prices provided
- Involved in calculation of Bid Offer reserves across asset classes
- Reporting and MIS pack preparation for Senior management
- Possess good problem solving and communication skills
- Work closely with a wide range of teams locally & globally across functions under tight deadlines
- Good Python programming skills would be preferable.
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Posted By
Posted in
Banking & Finance
Job Code
1321967