Vikas Jain

Experience

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  Cognizant

  Dec 2017 - Oct 2019

  Senior Process Executive (Valuation Analyst)

  IPV, Independent Price Verification, IFRS 13, Prudential Valuation, FVH.

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  UBS

  Nov 2019 - Dec 2022

  Authorized Officer

  Independently verify the valuations of the Bank’s derivative and trading portfolio.IPV and adjustment communication to desk on timely manner. Calculation of applicable fair value (FVH) for DPT process.Working on both Month end and Mid month end IPV.Bid offer calculation and communication to desk on monthly basis.Calculation of IFRS and Pruvals on every quarterly basis.Daily Submission of Vanilla Options prices to Totem/Markit.Direct Price Testing,Reval and Parameters (Param) Testing.Direct Price Testing of Stock and Driver (S&D).Ensure that Adequate Adjustments are booked.Making various reports for the Management and Traders.Monthly subscription/submission of different services to Totem. L3 AFS Pruvals submission on every quarterly basis.Monthly check of Zero mark position and adequate commenting on those positions for management review purpose.Knowledge of Bloomberg and Reuters.Handling Onshore/Audit Queries in Timely Manner. Show less

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  Nomura

  Dec 2022 - now

  Assistant Manager

  IPV, Independent Price Verification, Full Reval and Risk based Testing, IFRS 13, Prudential Valuation, FVH, IR vol, Bond testing, Bid offer reserve, Vals pack and Reporting