Rates Valuation AM (India)

Rates Valuation AM (India)

15 Oct
|
MASTER MIND CONSULTANCY
|
India

15 Oct

MASTER MIND CONSULTANCY

India

Job Title: Rates Valuation AM

Experience: 4-6 Years

Location: Mumbai (Powai)

Roles & Responsibilities

- 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.

Requisites

- Robust 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.

📌 Rates Valuation AM (India)
🏢 MASTER MIND CONSULTANCY
📍 India

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