Independent price verification of various products for SPG, Credit, Rates/FX & Equities for positions across Global Valuation team
Hands-on experience of BBG/YB/Intex and knowledge of MBS and other securitized products pricing desirable
Calculating the variances for portfolio vis-a-vis independent prices obtained through external market agencies or priced through in-house valuation models using external input/parameters
Help ensure that Nomuras Balance Sheet presents a true and fair view of cash/derivative trading positions
Investigating significant variances and tolerance breaches, untested positions, heat maps & handling queries from trading related to valuation/prices provided
Involved in calculation of Bid Offer reserves across asset classes
Reporting and MIS pack preparation for Senior PC management,
Front Office, Risk Management and Finance
Possess positive problem solving and communication skills
Work closely with a wide range of teams locally & globally across functions under tight deadlines
Good Python programming skills and hands on experience on Alteryx.
Preferred candidate profile
Mandatory
Understanding of credit ,rates and FX Products like IRS,Swaptions,NDF etc.
Strong basic concepts like Yield Curve, Forward rates, discounting etc Strong communication skills and attention to details