Senior Role - Valuation Control - BFS Captive

We have few senior roles for Valuations Control with a captive in Mumbai.

Looking for candidates with 4 - 8 years of strong experience in Valuations of structured products, Credit or Rates.

Role:

- Perform analysis & review of Independent Price Verification (IPV) results and reserve calculations for complex structured products such as US Non Agency RMBS, CMBS, CLO & ABS Securities, Auction Rate Securities (ARS), Commodity Options and equity ownership in stock exchanges.

- Work across asset class teams globally to understand the business and the drivers for IPV, valuation reserves and uncertainty calculation under prudential valuation standards. Present the analysis and details to the senior management

- Understanding and assessing the impact of various regulatory changes on the IPV process and designing processes for new reporting requirements.

- Review and challenge existing valuation techniques and proactively implement enhancements which preclude any significant error in future

- Work with the Valuation Methodology team to perform ongoing reviews of valuation techniques to adapt to changing market conditions.

- Work closely with other control groups and front office.