Rates and FX Valuation Controller — UBS

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Are you passionate about the financial markets? Are you an innovator who loves to solve problems? We are looking for someone to use their expertise and join UBS Valuation Control Group in Mumbai

• responsible to review & perform the independent price testing (ipv) of fair valued assets & liabilities in the rates and fx ; products include bonds, swaps, swaptions, bermudans, fx options etc.
• computation & reporting of reserves for the rates and fx business
• discuss & agree with desk, finance and valuation methodology teams on product valuation, month end ipv adjustments & reserve numbers
• review & perform prudential valuation calculation for the fair valued positions in the rates business
• review of monthly valuation packs along with commentaries explaining the reserves & ipv numbers
• on a continuous basis review/challenge client needs and prepare reports in standardized format, with adhoc reports and analysis for senior management
• represent the team during internal & external audits, running the auditors through the different processes in detail & resolving their queries