Citi Group Valuation Control Senior Lead Derivatives 

Poland, Masovian Voivodeship, Warsaw 

30839205

The Valuation Control Group (VCG) is an independent group within Global Finance, responsible for reviewing and reporting fair value inventory and Rates and Currencies positions consistently across all asset classes.

What you'll do:

• Responsible for working across Product Control, Risk and Operations and Business to perform IPV

• Supervising a Team

• Acting as a business Partner to the Business, Risk, Compliance and Finance

• 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

• Coordinate globally and ensure consistent independent valuation methodologies are applied

• 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

What we'll need from you:

• 5+ years of experience performing valuation related analysis on a wide array of asset types, particularly in the area of Derivatives.

• Experience in managing/supervising a Team preferred

• Strong leadership skills and accountability for the relevant asset class valuations

• 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

• Understands complex valuation concepts

• Proficient in MS Excel; Programming experience is a plus;

• Willingness to learn technical/IT skills; Some experience in SQL/VBA would be a great advantage

• Ability to comply with all required controls, governance and policies

• Highly organized with program management skills

Education:

• A Bachelor’s or Master’s degree in any finance, economics or quantitative related subject

By joining Citi Poland, you will not only be part of a business casual workplace with a hybrid working model (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:

• Paid Parental Leave Program (maternity and paternity leave); A supportive workplace for professionals returning to the office from childcare leave

• Award-winning pension plan,​ multisport, holiday allowance

• Private Medical Care Program, Group Life Insurance

• Consideration for annual discretionary bonus

• 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; Mentoring Programs

• Socially active employee communities with diverse networking opportunities

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Time Type:

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