Maria
Maria
from Ukraine
See my story
Gonçalo
Gonçalo
from Portugal
See my story
Alejandra
Alejandra
from Colombia
See my story
Pier
Pier
from Italy
See my story
Sandra
Sandra
from Mexico
See my story
Frederik
Frederik
from Denmark
See my story
beign your career journey with accenture

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.
Valuation Control Senior Analyst and Project Lead (AVP)
Work place: Warszawa

The Valuation Control Group (VCG) is an independent global group within Product Control responsible for reviewing and reporting fair value inventory.

We are seeking a highly motivated candidate to work within the Valuation Control Group as senior analyst and project lead within Rates & Currencies asset class.

VCG is organized along business lines and clients of the group include Business Heads, Line Product Control, Market Risk, Model Risk, 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 control policy.

Key Responsibilities:

  • Play a lead role in key valuation projects through significant involvement in the core capability work streams
  • Responsible for working across Product Control, Risk and Operations and Business to perform IPV
  • 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
  • Performing ad hoc analysis on any new pricing issues
  • Ensuring timely remediation of regulatory matters requiring attention, audit findings and associated reporting demands associated with the area of responsibility
  • Development of appropriate controls to effectively ensure compliance with Policies and Standards pertaining to valuation control
  • Keep up with the market developments and use the knowledge in reviewing fair value movements..

Knowledge/Experience:

  • 3+ years of experience performing valuation related analysis or significant experience in similar area.
  • Experience in project management area would be considered as a plus
  • A Bachelor’s or Master’s degree in any finance, economics or quantitative related subject would be an asset
  • Comprehensive understanding of financial markets and valuation methodologies applicable to the pricing of liquid and illiquid investments
  • Understanding of current global accounting and regulatory developments pertaining to valuation of financial instruments
  • Understand complex valuation concepts
  • Proficient in MS Excel; Programming experience is a plus
  • Ability to comply with all required controls, governance and policies
  • Highly organized with program management skills
  • Understanding how to design and maintain a robust control framework
  • Hands-on experience of implementing new or enhancing existing valuation methodologies

What we offer:

  • Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls
  • Cooperation with a high quality, international, multicultural and global team
  • Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
  • Management supporting balanced and agile work (flexible working hours, home office)
  • Attractive benefits package (Benefit System, medical care, pension plan etc.)
  • A chance to make a difference with various affinity networks and charity initiative
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

This job is no longer available

Recruitment process for this position has ended.

Jobs that may interest you:

Regulatory Risk Group Manager - SVP
flag English
locationWarszawa
2020-10-15
Account Opening Analyst
flag English
locationWarszawa
2020-10-08

Details

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

Company profile

  • About us
  • Job offers (170)
  • Recruitment process

Do you want to be always up to date?

Create job alert and start getting similar offers directly to your mailbox!