Lead - Valuation Risk - Analytics & Control

4 - 8 years

17 - 22 Lacs

Posted:1 week ago| Platform: Naukri logo

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Job Description


 
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In Scope of Position based Promotions (INTERNAL only)
Job TitleLead - Valuation Risk - Analytics & Control, VP
LocationMumbai, India
Role Description
Valuation Risk 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

  • What well offer you
  • 100% reimbursement under childcare assistance benefit (gender neutral)
  • Sponsorship for Industry relevant certifications and education
  • Accident and Term life Insurance

  • Your key responsibilities
  • The primary function of the role is to have an oversight of key Valuation results while ensuring compliance to frameworks and rulebooks.
  • Ensure effective design and efficient operation of processes and controls.
  • Provide transparency of outcomes and insightful analysis for business and other key stakeholders.
  • Drive/Support Change BoW (Key Deliverables), regulatory and audit remediation.
  • Being a senior role, the candidate is required to demonstrate in-depth knowledge of Rates/credit markets in both cash and derivative product, and to have solid understanding of other product groups given the diverse scope of the Rates/credit desk trading mandate.
  • The candidate is expected to bring well-developed stakeholder management and leadership skills in addition to infrastructural and product technical skill sets and to establish a solid commercial and valuation risk culture in partnership with senior stakeholders.
  • Key StakeholdersSenior Risk, Valuations and Finance Management, Front Office, External and Internal auditors and Regulators.
  • Ability to multitask and project management skills is must, ability to handle complex projects and execution oriented

  • 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 well support you

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