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Keywords / Skills : Finance, Ipv, Risk Management, Model Validation, Portfolio Analysis, Management Reporting, New Business, Continuous Improvement, Front Office, Independent Price Verification, Valuations

9 - 14 years
Posted: 2018-10-31

Job Description
Role & Responsibilities

- Preparation and review of detailed valuation reports to include analysis/issues for reporting and discussion with Risk, Front Office, Model Validation and Finance.

- Generation and assessment of certain reserves required in the overall Fair Value process (Bid-Offer, model reserves, Day1 Reserves).

- Testing of Exotics model calibration effectiveness - evaluation and reporting of calibration differences across the existing portfolio.

- Analysis, discussion and agreement of variances and methodology with Valuation Methodologies team, desk & Risk Management.

- Reporting of IPV results and Reserves to both the desk and to central Finance IPV reporting team.

- Continuous improvement of methodology and results generation approach and process platform.

- Calculation and review of valuation uncertainty under IFRS and Prudential Valuations including refining exiting methods.

- Provide value added service, maintain controls and challenge the business.

- Provide link between onshore London and offshore India based teams.

- Deal with ad hoc valuation issues and new business approvals.

About Company

BLACK TURTLE is a premier talent management consultancy firm. The Indian arm was established in the year 2000. Since then the unit has grown manifold and is ranked among the Top 10 across various services and functions.

BLACK TURTLE offers a wide range of services spread across various industries and functions. These services range from executive recruitment to consultancy in devising HR policies to attract and retain the best talent. It includes servicing niche recruitment needs to RPO. We offer multiple solutions under one roof.

BLACK TURTLE is headquartered in Mumbai and has presence across seven cities in the country. It has over 50 consultants spread across with Mumbai being the PDC (Principal Delivery Centre).
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