Role & responsibilities

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 good 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.

Robust basic concepts like Yield Curve, Forward rates, discounting etc Strong communication skills and attention to details

Robust analytical skills

Knowledge of Database e.g.: SQL, MS Access

Solid Excel/VBA programming skills

📌 Assistant Manager Ipv Valuations Rates Mumbai
🏢 Symphoni HR
📍 Mumbai