Search Results: 11 vacancies
...center and Business Units for line of business
Understand IFRS 9 principles and Product Accounting including AFS, MTM etc.
Supervise IPV, Valuation Control Activities, VA Computations
Liaise with various business partners such as Technology, Market Risk, Credit Risk,...
...desks. The candidate will work closely with P&L controllers performing P&L production, P&L commentaries, Valuation controls including IPV. The candidate is expected to provide a high standard of analysis and explanation around any issues faced and work with FO, Tech, GVG to...
...experience in Market Risk within the Financial Market / Investment Banking industry (other relevant backgrounds e.g. Trading, Product Control, IPV will also be considered)
~ Working knowledge of Python/VBA, Tableau will be added advantage
~ Good understanding of other Market...
...VALUATION ADJUSTMENTS department is within RISK MFI, the team that owns all responsibilities related to Independent Price Verification (IPV), Fair Value Reserves (FVR), Methodology Corrections (MC) & Prudent Value Adjustments (PVA) across all Global market trading activities...
...center and Business Units for line of business
Understand IFRS 9 principles and Product Accounting including AFS, MTM etc.
Supervise IPV, Valuation Control Activities, VA Computations
Liaise with various business partners such as Technology, Market Risk, Credit Risk,...
...and methodology. Models – Value at Risk, Counterparty Risk Exposure models, Pricing of plain vanilla and exotic derivatives, FVA, PVA, IPV, Pricing of Credit derivatives , FRTB (SA & IMA), Stress Test Models - CCAR etc. Produce high quality model validation reports, with a...
...Finance Technology Our team support Valuation Control (VC). The VC group are responsible for performing the Independent Price Verification (IPV) which revalues the firms' positions using independent market data as inputs. As a team we are uniquely placed delivering a set of risk...
...Family of UAE, Parineeti Chopra, various other angel platforms and prominent industry leaders like Co-Founder of HCL, Chairman of NASSCOM, IPV, VCATS and IAN Fund.
Key Responsibilities:
Engage in collaborative brainstorming and planning sessions with our team of...
...to change on reasonable notice to ensure we meet the needs of our business.
Introduction:
• Independent price verification (IPV) and the calculation of fair value adjustments (FVAs)
• Reporting results and conclusions to senior management with recommended actions...
...associated subcommittees.
• Oversight of valuation governance and policy, with key focus on the global Independent Price Verification (IPV) policy.
• Oversight of general controls around other valuation related policies, including coordinating policy reviews and...
...firewalls, etc.
7. Familiarity with Monitoring tools such as Monit,Nagios,etc.
8. Proficient with network tools such as iptables, Linux IPVS, HAProxy, etc.
9. Experience with virtualization technologies, such as Xen,KVM
10. Ability to build and monitor services on...
