Valuation Risk Senior Analyst
Swiss Re
- Bangalore, Karnataka
- Permanent
- Full-time
- Work with a multi-location team on valuation risk assessment covering various asset classes including fixed income, equity, insurance-linked derivatives, etc.
- Perform Independent Price Verification on various asset classes. Identify and analyse how changes in the market, inputs or methodologies can lead to uncertainties in valuations.
- Valuation risk assessment require good understanding of valuation drivers and methods.
- Work with large data sets using MS Excel.
- Produce valuation risk analysis reports on monthly basis to communicate the results to senior management.
- 4+ years of experience in valuations/product control/quant finance/market risk. The ideal candidate would have experience with the independent price verification (IPV) or valuation control functions to determine whether assets are valued correctly and determine whether valuation adjustments are required for external financial reporting.
- Practical understanding of valuation models like discounted cashflow, Black-Scholes, etc.
- Strong academic background, preferably an undergraduate or master's degree in a quantitative discipline.
- CQF/CFA/FRM will be a plus.
- Exposure to financial technologies like Bloomberg, Refinitive will be an advantage.
- Strong communication skills are required as reporting and presenting analysis is a core part of the job.
- Good organisational skills, ability to meet tight deadlines.
- Possess proactive attitude and willingness to apply general technical knowledge to new situations.
- Exposure to any programming environment is a plus.
Reference Code: 127091