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Rates IPV Valuations Lead

Mumbai, MH
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  • Banking & Finance
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Job Details

Together. Thats how we do things. We offer talented people around the world a supportive, stimulating and diverse working environment. We ll value your passion and commitment. And reward your performance.Why UBS? VideoTake the next stepAre you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.Disclaimer / Policy StatementsUBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.Your teamThe Rates business comprises trading and market making in Linear, Non-Linear and Hybrids interest rates, long dated FX and rates hybrids products across EMEA, US and APAC.The role is within Valuations Control and involves the validation of the final reported valuations of the products within the above areas through a combination of independent price verification, reserving and model calibration analysis. The results of this validation are reported through the organisation to Trading, Finance and Risk Management functions.IPV processes within the team include traditional price and input parameter comparison to external market levels and quantification, reporting and adjustment of variances (rates and inflation curves, basis and funding spreads, volatilities, bond prices).Your experience and skillsYou have Understanding of Rates (Yield Curve, Cost of Tenor, MCOF, Inflation, Govt Bonds) IPV and reserving. Familiarity/Market experience with Rates and FX derivative non-linear instrument pricing methods and sources. Strong quantitative skill-set and a good understanding of relevant pricing models, with experience in interest rate models being preferable e.g. SABR and BGM/LMM.You areA self-starter who is delivery focused with the ability to think laterally under pressure.Excellent verbal and written communication skills.Experience of working in similar valuation roles or relevant areas e.g. Risk/Front Office.Control experience and relevant qualification e.g. Chartered Accountant / CFA.Bachelor's degree in relevant mathematical subject required; Master's degree desirable.
Degree: CA (Chartered Accountant) | MBA/ PGDM

Additional Degree: B.Com. (Commerce)

Experience: 5-10


Claims/Collection Mgmt | Portfolio/Fund Mgmt | Project/Structured Finance | Risk/Credit/Economic Analyst
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