Verified Job
Accounting - Finance
Independent Price Verification Role Investment Bank 510 yrs
Accounting - Finance
#283763
Remote / WFH
Job Description
Job Opportunity with Leading Investment Bank
Need: 5-10Yrs
Location: Mumbai
Requirement :
- Good functional understanding of Independent price verification of various products for Credit, Rates/FX & Equities for positions across Global Valuation team
- Very good functional understanding of calculation of Bid Offer reserves across asset classes including calibration/aggregation of bid-offer spread.
- In-depth analysis of existing assumption in the IPV and reserve model.
- Preparation of detailed model document for IPV and reserve process, which includes functional details of the process, assumptions, justification for any inherent exception/assumption.
- Provide/ suggest alternate methodology for IPV and reserve, wherever it is feasible. Also, aim to create global consistency in terms of methodology.
- Possess good problem solving and communication skills
- Work closely with a wide range of teams locally & globally across functions under tight deadlines
- Good Python and VBA programming skills
Need: 5-10Yrs
Location: Mumbai
Requirement :
- Good functional understanding of Independent price verification of various products for Credit, Rates/FX & Equities for positions across Global Valuation team
- Very good functional understanding of calculation of Bid Offer reserves across asset classes including calibration/aggregation of bid-offer spread.
- In-depth analysis of existing assumption in the IPV and reserve model.
- Preparation of detailed model document for IPV and reserve process, which includes functional details of the process, assumptions, justification for any inherent exception/assumption.
- Provide/ suggest alternate methodology for IPV and reserve, wherever it is feasible. Also, aim to create global consistency in terms of methodology.
- Possess good problem solving and communication skills
- Work closely with a wide range of teams locally & globally across functions under tight deadlines
- Good Python and VBA programming skills
