Credit Valuation AM

Master Mind Consultancy; Mumbai; On-site; INR 900,000 - 1,300,000; Full time

Job summary

Master Mind Consultancy is seeking a detail-oriented IPV and credit valuation analyst in Mumbai to perform independent price verification for credit products, including corporate bonds and loans, using external data and in-house models.

You will calculate price variances, investigate valuation discrepancies, prepare MIS reports for senior management and support global valuation standardization projects, collaborating with Front Office, Risk and Finance teams under tight deadlines.

Qualifications

• Strong knowledge of credit markets, fixed-income instruments and related products.
• Understanding of pricing models, valuation methodologies, Greeks, and sensitivities.
• Excellent analytical, problem-solving and communication skills.
• Ability to collaborate with global teams and meet deadlines.

Responsibilities

• Perform independent price verification for credit products including corporate bonds and loans.
• Calculate price variances using market data and in-house models.
• Investigate valuation discrepancies and untested positions.
• Prepare MIS reports and valuation updates for senior management.
• Support global valuation standardization and transformation initiatives.

Skills

IPV

Credit Analysis

Valuation

CDS

Pricing models

Tools

Excel with VBA

Python

SQL

MS Access

Job description

• Perform independent price verification (IPV) for credit products, including corporate bonds, credit derivatives, structured credit products, and loans.
  
• Calculate price variances using external market data and in-house valuation models.
  
• Investigate valuation discrepancies, tolerance breaches, and untested positions.
  
• Calculate bid-offer reserves and support accurate balance sheet valuation.
  
• Prepare MIS reports and valuation updates for senior management, Front Office, Risk, and Finance.
  
• Handle audit queries, stakeholder communication, and team deliverables.
  
• Support global valuation standardization and transformation initiatives.

Requisites

• Strong knowledge of credit markets, fixed-income instruments, bonds, loans, CDS, and options.
  
• Understanding of pricing models, valuation methodologies, Greeks, and sensitivities.
  
• Strong MS Excel skills with VBA and/or Python programming.
  
• Knowledge of SQL or MS Access.
  
• Excellent analytical, problem-solving, and communication skills.
  
• Ability to collaborate with global teams and manage tight deadlines.

Skills :

IPV,Credit Analysis,Valuation,CDS,Pricing models