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AVP - Valuations (Credit)

Chennai, TN
Job Code:
  • Banking & Finance
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Job Details

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. The Successful Applicant 4-5 years experience in the valuations space. Strong understanding in pricing models with a greater stress on understanding of parametric inputs. Strong technical knowledge of the asset classes Hands on experience with Bloomberg and Reuters in key markets data sets & using pricing functions Strong hands on experience with MS Excel financial functions and experience in writing macros.
Degree: MBA/ PGDM

Additional Degree: BA (Arts) | B.Com. (Commerce) | B.Pharm. (Pharmacy) | B.Plan. (Planning) | B.Sc. (Science) | BBA/ BBM/ BBS | BCA (Computer Application) | Diploma-Other Diploma | B.Ed. (Education) | BHM (Hotel Management)

Experience: 4-5


Credit Control & Collections | Derivatives | Finance/Budgeting | Financial Analysis
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