04 Oct
|
Deutsche Bank
|
Mumbai
04 Oct
Deutsche Bank
Mumbai
Job Description:
In Scope of Position based Promotions (INTERNAL only)
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 versatile scheme, here are just some of the perks that you’ll enjoy
Best in class leave policy
Gender neutral parental leaves
100% reimbursement under child care assistance benefit (gender neutral)
Versatile 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 th
📌 Valuations Senior Specialist, Avp Mumbai
🏢 Deutsche Bank
📍 Mumbai