Lead Valuation Control Specialist
- Crisil
- 12 - 15 years
- Kolkata
- 8 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 India's leading Ratings, Financial News, Risk & Policy Advisory company.CRISIL's majority Stakeholder is Standard & Poor's, a division of The McGraw-Hill Companies and the world's foremost provider of independent credit ratings, indices, risk evaluation, investment research and dat...
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