Job Title : Valuation Control
Experience : 10 to 15 Years
Location : Mumbai
Roles & Responsibilities
- Lead Independent Price Verification (IPV) and valuation control activities for credit trading portfolios.
- Review and validate front-office valuations using independent market data and pricing sources.
- Implement valuation methodologies, price testing frameworks, and reserve calculations.
- Analyze credit spreads, recovery assumptions, correlation parameters, and market movements.
- Review complex credit products including CDS, credit indices, structured credit, and exotic derivatives.
- Coordinate with Risk, Finance, Product Control, and Trading teams on valuation-related matters.
- Validate pricing models, credit curves, and valuation assumptions.
- Manage pricing data quality, vendor relationships, and valuation governance processes.
- Handle valuation disputes, pricing escalations, and model-related issues.
- Drive automation, process improvements, and reporting enhancements.
- Support regulatory reviews, audits, and compliance requirements.
- Mentor team members and contribute to valuation best practices.
Requisites
- Bachelor’s or Master’s degree in Finance, Economics, Mathematics, Engineering, or a related field.
- Strong understanding of valuation control, IPV, and financial markets.
- Expertise in credit derivatives, CDS, credit indices, and structured credit products.
- Knowledge of pricing models, credit curve construction, and valuation methodologies.
- Familiarity with market data platforms and pricing services.
- Strong analytical, quantitative, and problem-solving skills.
- Understanding of regulatory requirements and valuation governance.
- Proficiency in Excel and data analysis tools; Python knowledge is an advantage.
- Excellent communication, stakeholder management, and leadership skills.
- Ability to manage complex valuation issues in a fast-paced environment.
