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Citigroup Valuation Control - Project Lead Analyst (Derivatives) in Warsaw, Poland

Post location : Warsaw, Prosta 36

Team/Role Overview:

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

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.

The successful candidate will supervise the FX (Foreign Exchange) and Local Markets Valuation Control team from a regional valuation perspective and will be expected to have hands-on involvement as well as supervisory responsibility.

What you will 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

  • Strong communication, influencing, presentation and leadership skills with experience of presenting to large audiences with multiple participants

  • Fluent English (verbal/written) at min. B2 level

Education:

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

What we can offer you:

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

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

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.

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Job Family Group:

Finance


Job Family:

Product Control


Time Type:

Full time


Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .

View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP_EEO_Supplement_Final_JRF_QA_508c.pdf) .

View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo_aa_policy.pdf) .

View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp_%20English_formattedESQA508c.pdf)

Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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