Associate manager, Valuation Control - Methodology

6 days left

Bangalore City, Bangalore (IN)
25 Jun 2019
24 Aug 2019
Job Function
Industry Sector
Investment Bank
Employment Type
Full Time

Key Roles & Responsibilities

  • Design and implement solutions to optimize the model related fair and prudent valuation adjustment processes.
  • Design and implement solutions to gather and aggregate data from multiple sources into a ordered
  • Document the related IT policies and procedures.
  • Improve the efficiency of the calculation processes and reduce code maintenance overheads.
  • Work with the individual VC asset groups to understand their requirements.
  • Undertake continuous improvement of the current systems and Infrastructure.
  • Ad hoc projects.

Qualifications & Skills

  • Work related experience using a functional language (such as Haskell, Scala, Clojure, F#, OCaml etc).
  • Alternatively strong interest on functional programming will also be considered
  • The ability to write efficient, clear code and to articulate what has been implemented and why is essential.
  • Rapid application development style of work experience is desirable
  • Knowledge of market data in financial markets is desirable.
  • Understanding of derivative valuation modeling is also desirable.
  • Excellent interpersonal skills, with the ability to communicate at all levels both written and verbally.

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