Rates Valuation AM

Master Mind Consultancy; Mumbai; Presencial; INR 1 200 000 - 2 000 000; Tempo integral

Resumo da oferta

Master Mind Consultancy is seeking an IPV specialist to perform independent price verification for credit products, including corporate bonds, loans, and derivatives. You will compute price variances using market data and internal models, investigate discrepancies, and prepare valuation updates for senior management and Front Office.

The role requires strong knowledge of credit markets, pricing methodologies, and excellent analytical and communication skills.

Qualificações

• IPV and valuation of credit products required.
• Strong MS Excel and VBA / Python
• Knowledge of SQL or MS Access.

Responsabilidades

• 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.

Conhecimentos

Credit markets

Fixed-income instruments

Pricing models

Excel VBA

Python

SQL

Analytical skills

Communication skills

MS Access

Ferramentas

MS Access

Descrição da oferta de emprego

• 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,Rates,Fixed Income Analysis