Assistant Manager - IPV-Valuations Rates

Symphoni HR Pvt Ltd.; Mumbai; On-site; INR 900,000 - 1,300,000; Full time

Job summary

Nomura in Mumbai seeks an experienced valuation analyst to independently verify prices across products in the Global Valuation team. You will work with Bloomberg, YieldBook and Intex pricing, contributing to accurate balance sheet valuation.

You will analyze variances, support in-house models, and prepare MIS packs for senior stakeholders while collaborating with multiple teams under tight deadlines.

Qualifications

• Understanding of credit, rates and FX products like IRS, Swaptions, NDF, etc.
• Strong concepts: yield curve, forward rates, discounting
• Strong communication skills and attention to detail
• Strong analytical skills
• Knowledge of databases (SQL, MS Access)
• Strong Excel/VBA programming skills

Responsibilities

• Independent price verification of products for Global Valuation team
• Hands-on experience with BBG/YB/Intex pricing; knowledge of MBS and securitized products pricing desirable
• Calculate variances for portfolio vis-a-vis external market prices or in-house valuation models
• Help ensure Balance Sheet presents true and fair view of cash/derivative trading positions
• Investigate significant variances, tolerance breaches, untested positions, heat maps; respond to trading queries
• Calculate Bid-Offer reserves across asset classes
• Prepare reporting and MIS packs for senior management, Front Office, Risk Management and Finance
• Collaborate with teams locally and globally under tight deadlines
• Demonstrate problem-solving and communication skills
• Work with various teams across functions

Skills

Python

Excel VBA

SQL

MS Access

Analytical skills

Communication

Tools

Bloomberg

YieldBook

Intex

Job description

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 Nomuras 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

Possess good problem solving and communication skills

Work closely with a wide range of teams locally & globally across functions under tight deadlines

Good Python programming skills and hands on experience on Alteryx.

Preferred candidate profile

Mandatory

• Understanding of credit ,rates and FX Products like IRS,Swaptions,NDF etc.
• Strong basic concepts like Yield Curve, Forward rates, discounting etc Strong communication skills and attention to details
• Strong analytical skills
• Knowledge of Database e.g.: SQL, MS Access
• Strong Excel/VBA programming skills