Valuations Analyst, As

Akamai

Mumbai, India
Independent price verification (ipv)
Fair value adjustments (fva reserves)
Fair value hierarchy levelling
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

Job Summary

  • 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.
  • 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.
  • As part of our flexible scheme, here are just some of the benefits that you’ll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) 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

Matching Summary

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.

Skills & Requirements

Must-have

  • Independent Price Verification (IPV)
  • Fair Value adjustments (FVA reserves)
  • Fair Value Hierarchy levelling
  • Day1 PNL assessment
  • Prudential Valuations (Pruvals) calculations
  • Analysis of pricing variance drivers
  • Reliability of market data

Nice-to-have

  • Process ownership and improvement
  • Automation of manual steps
  • Strong stakeholder relationships
  • Adherence to key operating procedures
  • Strategic and ad-hoc project involvement

Key Requirements

  • Several years of experience in Valuation / Market Risk
  • In-depth knowledge of Credit, Rates, or Currency markets
  • Specific exposure to IPV, reserving, pricing and modelling
  • Good working knowledge of Excel, VBA and possibly Python
  • Hands-on experience of market data providers

Work Rights

Not specified

Tailored Resume

Cover Letter