Hiring Organization : BFSI Fintech & Financial Services

Salary : 26 LPA – 28 LPA , Experience : 5- 8 years

AVP (Market Risk Valuations) Job in Mumbai India :

Job location : Mumbai , Maharashtra , India

Qualification : CA or MBA

Key Responsibilities:

• Understand the valuation methodologies and policies for various financial products (esp derivatives), including regulatory guidelines
• Understand the implementation of above in the Treaury system (Murex)
• Formulate valuation methodology and policy for various investment & derivative products dealt by the Bank’s treasury, including validation of the same in Bank’s treasury system
• Building & validation of models used for risk metrics computation (PV01, greeks, VaR), Initial margin calculation
• Build & implement preventive / detective checks wrt Bank’s process of valuing financial products
• Identify on an ongoing basis model / system issues e.g. curves, generators, market data etc. that cause discrepancies or swings in P&L
• Drive regulatory projects related to implementation of new RBI guidelines related to Treasury products
• Understanding of valuation of financial products (bonds, swaps, options etc.)
• Comfort with Treasury systems & workflow
• Knowledge of regulatory guidelines (RBI, FIMMDA, FEDAI) wrt treasury products
• Strong analytical and presentation skills

Primary Skills:

Treasury, Derivatives, Valuation, Murex, Model Validation, Risk Analytics (PV01/Greeks/VaR), Market Risk, P&L, RBI Compliance.