Financial Analyst, Valuation Controller

  • Competitive
  • Warsaw, Mazowieckie, Poland
  • Permanent, Full time
  • Citi
  • 23 May 19

Financial Analyst, Valuation Controller

  • Primary Location: Poland,Mazowieckie,Warsaw
  • Education: Master's Degree
  • Job Function: Finance
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 18079043


Description

What would you do as a Financial Analyst:
  • 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
  • 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

  • A degree in Finance or in a quantitative discipline, such as Mathematics, Physics, Engineering etc. or
  • Experience in a finance, valuation, market risk or product control related function, covering a major asset class (FX, equities, rates, commodities, etc.)
  • Good knowledge of capital market products and derivative pricing methodologies, with the aptitude to learn
  • Strong oral and written communication skills, with the ability to discuss and explain pricing concepts
  • Good knowledge of Excel, Access (VBA - nice to have)
  • Ability to manage time and work priorities efficiently and effectively
  • Ability to perform within a time pressurized environment


We offer:
  • Opportunity to work in an international environment
  • Cooperation with a high quality team in a challenging area of the financial industry with one of the world's leading companies
  • Excellent working environment
  • Attractive conditions of employment and benefits