Head-Valuation Control

GAMA Management Consultantancy
  • Bangalore
  • 15-20 lakh
  • 10-14 years
  • Views
  • 04 May 2017

  • Business Analytics

  • Banking - Retail
Job Description

- Manage the Valuation Control-Methodology (VC-M) team .
- Design, implement and document model related fair valuation adjustments.
- Design, implement and document model related prudent valuation adjustments.
- Further enhance the VC-M Calculation Library (written in Haskell).
- To work with the individual VC asset groups to determine price testing methodologies.
- Manage and train other members of staff.
- Ad hoc projects
- Management experience is desirable.
- Experience of structured products is essential,
- Experience of modeling FX, Equity, Commodity, IR, Credit or XVA is an asset.
- Strong analytical and quantitative skills (Stochastic Calculus, PDE, Monte Carlo simulation).
- Strong understanding of financial modeling.
- Strong IT and programming skills. Advanced programming skills (Excel VBA, Java, C++, Python or other languages) are essential and experience with a functional programming language (i.e. Haskell) would be an advantage.
- Experience of Bloomberg, Reuters and other information systems, would be helpful.
- Excellent interpersonal skills, with the ability to communicate at all levels both written and verbally.
- Good team worker with the ability to work with a minimum of supervision, to organize and prioritize own work.
- Experience of valuation control or model validation is desirable.

Competencies/Skill sets for this job

Programming C++ Python Interpersonal Skills Java

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About Organisation

GAMA Management Consultantancy