Rates Valuation AM

Job Title: Rates Valuation AM

Experience: 4-6 Years

Location: Mumbai (Powai)

• Perform independent price verification (IPV) for credit products including corporate bonds credit derivatives structured credit products and loans.
  
• Calculate price variances using external market data and in-house valuation models.
  
• Investigate valuation discrepancies tolerance breaches and untested positions.
  
• Calculate bid-offer reserves and support accurate balance sheet valuation.
  
• Prepare MIS reports and valuation updates for senior management Front Office Risk and Finance.
  
• Handle audit queries stakeholder communication and team deliverables.
  
• Support global valuation standardization and transformation initiatives.

• Strong knowledge of credit markets fixed-income instruments bonds loans CDS and options.
  
• Understanding of pricing models valuation methodologies Greeks and sensitivities.
  
• Strong MS Excel skills with VBA and/or Python programming.
  
• Knowledge of SQL or MS Access.
  
• Excellent analytical problem-solving and communication skills.
  
• Ability to collaborate with global teams and manage tight deadlines.

Required Skills:

IPVCredit AnalysisValuationRatesFixed Income Analysis