Arcesium | Senior Analyst/Manager- Valuation

What you'll do

• We are looking for a Senior Analyst/Manager to join our Valuation team.
• In this role, you will build, calibrate, and maintain pricing models across complex asset classes — including credit default swaps (CDS), interest rate swaps (IRS), fixed income bonds, and inflation swaps and independently verify the fair value of client portfolios against market and model benchmarks.
• Investigate and resolve pricing breaks and tolerance exceptions; document root causes, assumptions, and remediation in line with the firm's valuation policy.
• Provide explanation of PNL attributable to different components of pricing.
• Prepare valuation reserve and fair-value hierarchy (ASC 820 / IFRS 13) analysis and support quarterly valuation committee packs for client funds.
• Partner with trading, risk, product control, and technology teams to enhance and automate the valuation model library, improving accuracy, coverage, and turnaround time.
• Support internal and external audit, regulatory, and client due-diligence requests by providing clear, well-documented explanations of pricing methodology.
• Contribute to process improvement and automation initiatives, including migrating manual valuation workflows to Python/SQL-based tooling.
• Design, build, and maintain independent pricing models for CDS, IRS, government and corporate bonds, and inflation swaps (zero-coupon and year-on-year), incorporating appropriate curve construction, discounting, and day-count conventions.
• Perform daily, weekly, and month-end Independent Price Verification (IPV) by comparing internal/front-office marks against independent market data sources (e.g., Bloomberg BVAL, IHS Markit, ICE Data Services, Refinitiv) and internally derived model prices.

Requirements

• Strong working knowledge and application 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: CDS, IRS, bonds, or inflation swaps.
• Proficiency in Excel/VBA; working knowledge of Python and/or SQL for model development and automation.
• Excellent analytical, written, and verbal communication skills, with the ability to explain complex valuation concepts to non-technical stakeholders.
• Familiarity with third-party pricing and analytics platforms such as Bloomberg (BVAL), IHS Markit.
• Prior experience with fair value hierarchy classification (ASC 820 / IFRS 13) and valuation governance frameworks.
• Hands-on experience with FinCad is a strong advantage.
• Experience working directly with buy-side clients (hedge funds, asset managers) or within a fund administration / valuation control environment.

Arcesium

Arcesium is an employer hiring in India (sector: Fintech).

CA Samaaj lists Arcesium's current India openings for finance, accounts, audit and tax professionals, taken from its official careers site (job-boards.greenhouse.io) and checked regularly to remove closed jobs. Recent roles are based in Gurugram, Bengaluru and Hyderabad.

• Industry: Fintech