Job Description
Description
This role is within Valuation Risk function in Mumbai and is responsible for appraising and providing valuation services for our organizations, as well as analyze products and parameters using a variety of metrics to ensure positions are properly marked to market.
Your key responsibilities
The primary responsibilities will be around below areas:
Independent Price Verification & Reserve calculations of products such as FX, Bonds, Loans, Swaps, Securitized Products, Derivatives (including Forwards, Options & CDS) etc.
Report and provide analysis of pricing variance drivers
Perform due diligence on the reliability of market data from multiple sources such as Bloomberg, Markit-Totem, brokers & other independent sources
Ensure controls around processes such as completeness and accuracy & adherence to key operating procedures
Discuss IPV and reserving r...