VP - VALUATIONS - RATES - INDEPENDENT PRICE VERIFICATION
- Recruiter
- Black Turtle India Private Limited
- Location
- Bangalore, Karnataka
- Salary
- Competitive
- Posted
- 12 Mar 2019
- Closes
- 12 Mar 2019
- Ref
- 1064363700
- Job role
- Accountant
- Sector
- Accounting - Public practice
Role & Responsibilities
- Preparation and review of detailed valuation reports to include analysis/issues for reporting and discussion with Risk, Front Office, Model Validation and Finance.
- Generation and assessment of certain reserves required in the overall Fair Value process (Bid-Offer, model reserves, Day1 Reserves).
- Testing of Exotics model calibration effectiveness - evaluation and reporting of calibration differences across the existing portfolio.
- Analysis, discussion and agreement of variances and methodology with Valuation Methodologies team, desk & Risk Management.
- Reporting of IPV results and Reserves to both the desk and to central Finance IPV reporting team.
- Continuous improvement of methodology and results generation approach and process platform.
- Calculation and review of valuation uncertainty under IFRS and Prudential Valuations including refining exiting methods.
- Provide value added service, maintain controls and challenge the business.
- Provide link between onshore London and offshore India based teams.
- Deal with ad hoc valuation issues and new business approvals.
Preparation and review of detailed valuation reports to include analysis/issues for reporting and discussion with Risk, Front Office, Model Validation and Finance.
Skills: Finance, Ipv, Risk Management, Model Validation, Portfolio Analysis, Management Reporting, New Business, Continuous Improvement, Front Office, Independent Price Verification, Valuations
Experience: 9-14 Years
- Preparation and review of detailed valuation reports to include analysis/issues for reporting and discussion with Risk, Front Office, Model Validation and Finance.
- Generation and assessment of certain reserves required in the overall Fair Value process (Bid-Offer, model reserves, Day1 Reserves).
- Testing of Exotics model calibration effectiveness - evaluation and reporting of calibration differences across the existing portfolio.
- Analysis, discussion and agreement of variances and methodology with Valuation Methodologies team, desk & Risk Management.
- Reporting of IPV results and Reserves to both the desk and to central Finance IPV reporting team.
- Continuous improvement of methodology and results generation approach and process platform.
- Calculation and review of valuation uncertainty under IFRS and Prudential Valuations including refining exiting methods.
- Provide value added service, maintain controls and challenge the business.
- Provide link between onshore London and offshore India based teams.
- Deal with ad hoc valuation issues and new business approvals.
Preparation and review of detailed valuation reports to include analysis/issues for reporting and discussion with Risk, Front Office, Model Validation and Finance.
Skills: Finance, Ipv, Risk Management, Model Validation, Portfolio Analysis, Management Reporting, New Business, Continuous Improvement, Front Office, Independent Price Verification, Valuations
Experience: 9-14 Years
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