Lead Valuation Control Specialist
- Crisil
- 12 - 15 years
- Kolkata
- 11 months ago
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Job Description
- Review the existing Valuation Control infrastructure, methodologies, and take ownership of the end-to-end workflows, including the identification of dependencies and risks
- Responsible for the implementation of valuation control activities such as Price Verification (IPV), Fair Value Adjustments (FVA), Prudent Valuation Adjustments (PVA), and Fair Value Hierarchy (FVH) across the bank s portfolio
- Responsible for implementing an effective front to back control framework with a focus on valuation controls activities such as IPV, FVA, PVA, and FVH
- Standardize the valuation control infrastructure and improve process controls
- Support internal stakeholders, and work with them to implement valuation control requirements to meet the bank s policies and regulatory standards
- Build processes to efficiently source, store and analyse pricing data from both internal and external sources
- Support both agile and waterfall project frameworks
- Coordinate and collaborate with Business Finance, Product Control, Front Office, Quants and Technology teams to drive the changes in various finance systems
- Analyse large data sets to establish the lineage of various data points
- Develop reports, and present to various project stakeholders on the testing done, and issues in progress
- 12+ years of experience and a strong understanding of Finance and Risk domains
- Good understanding of Finance infrastructure, processes and controls
- Working knowledge of regulatory frameworks provided by CBUAE and external bodies like the BIS with special focus on valuation control activities
- Experience in product control or Finance change projects is highly desirable
- Experience in implementing solutions for Valuation Control areas such as IPV, Fair Valuations, and Fair Value Hierarchy
- Fundamental understanding of FX, IR, Credit, Commodities, and Structured Trading products along with a strong knowledge of the various valuation methodologies and the fair value levelling process for them
- Excellent communication and documentation skills to coordinate with business and technology stakeholders and team members
- Knowledge of the Calypso trade booking and pricing system is highly desirable
- Proficiency in SQL, and strong data analysis skills
- Exposure to Python is desirable
Job Classification
Industry: Financial ServicesFunctional Area / Department: BFSI, Investments & TradingRole Category: Investment Banking, Private Equity & VCRole: Investment Banking, Private Equity & VC - OtherEmployement Type: Full timeContact Details:
Company: CrisilLocation(s): Kolkata
Keyskills: Data analysis Front office Focus Agile Infrastructure calypso Manager Technology Product control Investment banking SQL
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Crisil
CRISIL is an agile and innovative, global analytics company driven by its mission of making markets function better. We are Indias foremost provider of ratings, data, research, analytics and solutions. A strong track record of growth, culture of innovation and global footprint sets us apart. We have...
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