Associate manager, Valuation Control - Methodology

6 days left

Location
Bangalore City, Bangalore (IN)
Salary
Negotiable
Posted
25 Jun 2019
Closes
24 Aug 2019
Ref
1900007178
Job Function
Banking
Industry Sector
Investment Bank
Employment Type
Full Time
Education
Bachelors

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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