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Financial Analyst, Valuation Controller

Location: Warszawa

Region: mazowieckie

Numer ref.: 17055667

Description

Valuation Control Group is an independent group of subject matter experts within Product Control in Finance Division.

VCG is organized along business lines and clients of the group include Desk Heads, Product Control, Market Risk, Model Validation, Compliance, Legal Department, Middle Office, Internal Audit, external audit firms and the regulatory bodies in countries impacted by Citi’s footprint. VCG collaborates closely with its client base to ensure complete understanding of business valuation issues and accurate execution of valuation policy.

The role will cover valuation control of the inventory held within the Global FXLM business and will require strong communication skills and teamwork across multiple locations and departments.

VCG’s primary responsibility is to reasonably ensure that risk portfolios are fairly valued in accordance with applicable standards and regulatory requirements. It works with trading and quantitative groups to fully understand the impact of valuation uncertainty on the desk’s level of pricing and any accompanying fair value adjustments. It also participates in the approval of new products, where appropriate.

 Job Responsibilities:

•Developing and carrying out price testing for derivatives on FX and interest rates markets.

•Developing valuation adjustments methodologies and performing relevant calculations

•Compilation of data to produce detailed Valuation reports for Desk Heads, Controllers and Risk summarizing the valuation control results across the Business

•Ensuring appropriate regulatory reporting on monthly basis

•Creating and maintaining relevant process documentation

•Enhancing existing control framework by reviewing pricing processes, assessing potential coverage developments and implementing new tools to enhance control efficiency

•Developing strong working relationships with the Desk, Finance, Audit, Quant and Market Risk partners throughout the firm

•Ad-hoc projects that arise relating to further streamlining (or retirement) of existing systems or assisting in the introduction of new systems

•Performing ad hoc analysis on any new pricing issues


Qualifications

•A degree in Finance or in a quantitative discipline, such as Mathematics, Physics, Engineering etc. or

•Experience in a finance, valuation, market risk or product control related function, covering a major asset class (FX, equities, rates, commodities, etc.) 

•Good knowledge of capital market products and derivative pricing methodologies, with the aptitude to learn

•Strong oral and written communication skills, with the ability to discuss and explain pricing concepts

•Good knowledge of Excel, Access (VBA – nice to have)

•Ability to manage time and work priorities efficiently and effectively

•Ability to perform within a time pressurized environment.

Apply

Please be informed that we will contact selected candidates only. You are kindly requested to include the following clause in your application: “I hereby give my consent to the processing of my personal data included in my job application for the purpose of the recruitment process and after its completion for the purpose of future recruitments (pursuant to the Personal Data Protection Act as of 29 August 1997, Journal of Laws No. 133, item 883).

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