Valuations Analyst
466login
Place of work
Maharashtra
Job details
Job description, work day and responsibilities
Job Description: Job Title - Valuations Analyst Location – Mumbai, India Role Description 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. This includes: • Performance of monthly and intra-month Independent Price Verification (IPV), Reserves and Prudential Capital • Oversight and development of valuation, reserve and Prudential Capital methodologies • Analysis and management of key valuation uncertainty issues through DB's senior management • Review of bespoke derivative and structured financing trades • Valuations works closely with its Risk Management partners, Finance, and Trading globally and employs a team extension model in Mumbai. What we'll offer you 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 child care assistance benefit (gender neutral) • Flexible working arrangements • 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 Your key responsibilities • Independent Price Verification and reserve calculations of products such as FX, Bonds, Loans, Swaps, Securitized Products, Derivatives (including Forwards, Options and CDS) etc. • Report and provide analysis of pricing variance drivers, perform due diligence on the reliability of market data from multiple sources such as Bloomberg, Markit-Totem, brokers and other independent sources • Ensure controls around processes such as completeness and accuracy, and adherence to key operating procedure • Discuss IPV and reserving results with regional Valuation Teams, Desk and other stakeholders • Be involved in ad-hoc projects / investigation requests from Stakeholders Your skills and experience • Ideally the candidate will have several years of experience within the valuation / Market Risk departments of a large investment bank with in-depth knowledge of Rates and Currency markets. • Specific exposure to IPV, reserving, pricing and modelling aspects of valuation control of trading businesses is preferred. • Good working knowledge of Excel, VBA and possibly Python, hands-on experience of market data providers including Reuters, Bloomberg, ISMA and Markit • Good communication skills How we'll support you • . Training and development to help you excel in your career • . Flexible working to assist you balance your personal priorities • . Coaching and support from experts in your team • A culture of continuous learning to aid progression • A range of flexible benefits that you can tailor to suit your needs About us and our teams Please visit our company website for further information: Our values define the working environment we strive to create – diverse, supportive and welcoming of different views. We embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential. Talk to us about flexible work arrangements and other initiatives we offer. We promote good working relationships and encourage high standards of conduct and work performance. We welcome applications from talented people from all cultures, countries, races, genders, ****** orientations, disabilities, beliefs and generations and are committed to providing a working environment free from harassment, discrimination and retaliation.
Company address
Offer ID: #497608,
Published: 3 months ago,
Company registered: 1 year ago