Valuation Control
Posted on:
3 hours ago
Vacancies:
1 Vacancy
Job Summary
Job Title : Valuation Control
Experience : 10 to 15 Years
Location : Mumbai
Roles & Responsibilities
- Lead Independent Price Verification (IPV) and valuation control activities for credit trading portfolios.
- Review and validate front-office valuations using independent market data and pricing sources.
- Implement valuation methodologies price testing frameworks and reserve calculations.
- Analyze credit spreads recovery assumptions correlation parameters and market movements.
- Review complex credit products including CDS credit indices structured credit and exotic derivatives.
- Coordinate with Risk Finance Product Control and Trading teams on valuation-related matters.
- Validate pricing models credit curves and valuation assumptions.
- Manage pricing data quality vendor relationships and valuation governance processes.
- Handle valuation disputes pricing escalations and model-related issues.
- Drive automation process improvements and reporting enhancements.
- Support regulatory reviews audits and compliance requirements.
- Mentor team members and contribute to valuation best practices.
Requisites
- Bachelors or Masters degree in Finance Economics Mathematics Engineering or a related field.
- Strong understanding of valuation control IPV and financial markets.
- Expertise in credit derivatives CDS credit indices and structured credit products.
- Knowledge of pricing models credit curve construction and valuation methodologies.
- Familiarity with market data platforms and pricing services.
- Strong analytical quantitative and problem-solving skills.
- Understanding of regulatory requirements and valuation governance.
- Proficiency in Excel and data analysis tools; Python knowledge is an advantage.
- Excellent communication stakeholder management and leadership skills.
- Ability to manage complex valuation issues in a fast-paced environment.
Required Skills:
IPVCredit TradingCredit riskValuation ControlCDSFinancial Markets