Roles and Responsibilities

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 company’s 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
Su...