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Citi & Citi Handlowy
Citi & Citi Handlowy
location iconLocations: Warszawa
level iconLevel: specialist
Citi is more than a global financial services company. It's an engine for progress. We serve 200 million customers in more than 160 countries, providing support to individual, corporate, government and institutional clients. Our clients choose us for a global footprint, market positon, in-country relationships and the full range of solutions on offer. In Poland we operate within two legal entities Citibank Europe plc and Bank Handlowy w Warszawie S.A.
Finance Senior Analyst - Valuation Control
Work place: Warszawa

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.

Responsibilities:

  • Developing and carrying out price testing for derivatives on FX and interest rates markets.
  • Developing valuation adjustments methodologies and performing relevant calculations
  • 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:

  • Bachelor’s degree/University degree or equivalent experience
  • 2-5 years of relevant experience
  • Consistently demonstrates clear and concise written and verbal communication
  • Good knowledge of Excel
  • Self- motivated
  • Attention to detail is essential
Please be informed that we will contact selected candidates only.

Citi and Citi Handlowy are registered trademark of Citigroup Inc., used under license. Citigroup Inc. and its subsidiaries are also entitled to rights to certain other trademarks contained herein.

www.citihandlowy.pl
Bank Handlowy w Waszawie S.A
www.citibankeurope.pl
Citibank Europe PLC

This job is no longer available

Recruitment process for this position has ended.

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Details

  • iconAnalytics & Reporting, Finance & Accounting
  • iconWarszawa, mazowieckie

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