Senior Analyst/Manager- Valuation
Arcesium (company site, opens in a new tab)3–6 yrsGurugram, HyderabadOn-siteDirect career pageEst. 12–20 LPA
Posted 3h ago
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Job description
Structured overview of role & requirements
About This Role
- Design, build, and maintain independent pricing models for CDS, IRS, bonds, and inflation swaps, including curve calibration and discounting.
- Perform Independent Price Verification (daily, weekly, month-end) by comparing internal marks against independent market data sources and investigate pricing discrepancies.
- Support valuation governance including preparing valuation reserve and fair-value hierarchy analysis, audit and regulatory requests, while contributing to automation and process improvement initiatives.
Minimum Requirements
- 3-6 years experience in valuation, independent price verification, product control, or quantitative risk at investment banks, hedge funds, asset managers, fund administrators, or valuation vendors.
- Strong knowledge of derivative pricing and fixed income mathematics: discounting/OIS curves, curve bootstrapping, hazard-rate models for credit, and inflation curve construction.
- Hands-on experience building or maintaining pricing models for at least two of the following: CDS, IRS, bonds, inflation swaps.
- Bachelor's or Master's in Finance, Financial Engineering, Mathematics, Statistics, Economics or related quantitative finance field.
Ideal Candidate Profile
- Experience working in buy-side environments or fund administration/valuation control settings, with direct client interaction.
- Proficient in valuation model development and automation using Excel/VBA, and working knowledge of Python and/or SQL.
- Familiarity with third-party pricing platforms like Bloomberg BVAL and IHS Markit, and understanding of fair value hierarchy standards (ASC 820 / IFRS 13).