Valuation Control Analyst – Rates
The Valuation Control Group (VCG) is an independent team of subject matter experts within the Finance Division. VCG’s primary responsibility is to reasonably ensure that risk portfolios are fairly valued in accordance with applicable standards and regulatory requirements. In doing so, the team works closely with its stakeholders, including senior management, business heads, product control, market risk, regulators, and both internal and external audit.
What you’ll do:
- perform Independent Price Verification (IPV)
- calculate and/or verify Valuation Adjustments
- perform Fair Value Levelling for the inventory controlled
- own or contribute to reporting related, analytical, or projects related tasks
- work with Front Office and other stakeholders to ensure a complete understanding and proper resolution of any valuation issues
- ensure particular attention is given to the design and execution of controls
- identify pricing issues and control deficiencies that may require special attention with a critical analysis of the risks involved
What we’ll need from you:
- university or College degree in economics, finance, mathematics, or a similar relevant discipline
- knowledge of, experience with, or a demonstrated interested in capital markets products (Equities, Bonds, Commodities, FX, Options, Swaps, Futures, Forwards)
- strong computer literacy, with special regards to Microsoft Excel (VBA and Python being a plus)
- strong verbal and written communication skills in English
- attention to detail and control-focused mind-set
- good time management skills
We are a development-focused organization. The above qualifications and skills are considered as primary assets for the position – but we do not pursue perfectionism: we look for capable colleagues and help them grow to excellence in their fields and positions.
By joining Citi Hungary, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive compensation package and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well:
- Cafeteria Program
- Home Office Allowance (for colleagues working in hybrid work models)
- ·Paid Parental Leave Program (maternity and paternity leave)
- Private Medical Care Program and onsite medical rooms at our offices
- Pension Plan Contribution to voluntary pension fund
- Group Life Insurance
- Employee Assistance Program
- Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
- Flexible work arrangements to support you in managing work - life balance
- Career progression opportunities across geographies and business lines
- Socially active employee communities with diverse networking opportunities
Product Control
Time Type:
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