SA_Structure Deal Review_ Mumbai
Job Opportunity with Leading Investment Bank
Location : Mumbai/ PuneNeed : 4 to 7 yrsRoles & Responsibilities : - The deal review process requires in-depth understanding of the trade structure of exotic financial products as well as expected payoffs at different time intervals in order to identify material risks with respect to modelling, booking methodology issues and trade documentation. Propose booking methodology and documentation amendments
- Prepare checklists for new valuation models and make amendments to existing ones
- Perform scenario testing to ensure the model accurately captures the cash flow at different time intervals.
- Check if any of the restrictions of the model are breached by the trade under review.
- Actively taking lead and participating in all line automations and ensuring that implementation is done in timely manner.
- To ensure the model is approved by the Model Validation Group (MVG) and is capable of handling all the features of a trade.
- The role requires extensive liaising with the traders, regional stakeholders, Model Validation Group , technology and quants team.