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Senior Business Analyst- Valuation Specialist

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CRISIL Global Research & Risk Solutions

2021-12-03 08:50:19

Job location Walton, New York, United States

Job type: fulltime

Job industry: Consulting & Corporate Strategy

Job description

Title

Senior Business Analyst- Valuation Specialist


Location

New York


We are looking for a talented and experienced Business Analyst for one of our investment banking clients to work on Governance & Analytics for IPV.


  • Lead the team focusing on all aspects of valuation control including governance, reporting, control framework and leading various initiatives.
  • Involve in testing on the market risk side and interact with various stakeholders including Front Office, Risk & Finance.
  • Oversight of monthly and intra-month Independent Price Verification (IPV) across the region for the Americas as well as commentary and analysis for Rates business.
  • Testing UAT environments of various systems being developed to automate IPV process around : leveling (i.e. Level, 1, 2 and 3 IFRS-13 disclosures), sourcing of market data for observability, Day1 PnL testing across Derivatives and Cash trades
  • Responsible for liaising with Strats, IT, PMs and SME on Valuation team to ensure any issues found in UAT or PROD are logged and escalated , test cases are designed and documented, and KOP / SOP are being produced post signoff.
  • Product focus - Rates trading desk ( Derivative products such as swaptions, caps/floor, swaps etc.) , US Treasury and Municipal Bonds, Corporate Bonds
  • Respond and coordinate for relevant regulatory and audit queries.

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