01 Oct
|
Deutsche Bank
|
Mumbai
01 Oct
Deutsche Bank
Mumbai
Job Description:
Job Title: Valuations Senior Specialist, AVP
Location: Mumbai, India
Role Description
Valuation Control is a specialist group within Market and Valuations Risk Management (MVRM) that manages a wide range of relevant risk and implementation topics to ensure integrity and control over all aspects of the valuation of the Bank's trading portfolios.
This includes:
• Performance of monthly and intra-month Independent Price Verification (IPV), Reserves and Prudential Capital
• Oversight and development of valuation, reserve and Prudential Capital methodologies
• Analysis and management of key valuation uncertainty issues through DB's senior management
• Review of bespoke derivative and structured financing trades
• Valuations works closely with its Risk Management partners, Finance, and Trading globally and employs a team extension model in Mumbai.
What we’ll offer you
As part of our adaptable scheme, here are just some of the benefits that you’ll enjoy
• Best in class leave policy
• Gender neutral parental leaves
• 100% reimbursement under child care assistance benefit (gender neutral)
• Flexible working arrangements
• Sponsorship for Industry relevant certifications and education
• Employee Assistance Program for you and your family members
• Comprehensive Hospitalization Insurance for you and your dependents
• Accident and Term life Insurance
• Complementary Health screening for 35 yrs. and above
Your key responsibilities
• Perform the IPV( Independent Price Verification), Fair Value adjustments (FVA reserves), Fair Value Hierarchy levelling, Day1 PNL assessment, Prudential Valuations (Pruvals) calculations of products such as Bonds, Loans, Swaps, Securitized Products, Derivatives (including Forwards, Options and CDS), FX, IR Swaps, Swaption, Inflation Swaps, Inflation Options, other Interest Rates products etc.
• Report and provide analysis of pricing variance drivers, perform due diligence on the reliability of market data from multiple sources such
📌 Valuations Senior Specialist, AVP (Mumbai)
🏢 Deutsche Bank
📍 Mumbai