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