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Head of Valuation Control & Analytics (VC&A)

Mumbai, MH
Job Code:
  • Banking & Finance
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Job Details

Preparation and analysis of monthly APAC Price-Testing Summary flashes and reportsPreparation and analysis of monthly APAC Multiple Price per Instrument reportsWorking closely with the global Valuation Policy & Analysis team and coordinating with APAC PCG/VC&A controllers to ensure Fair Value classification, Level 3 Roll-Forward analysis, Multiple Fair Value Per CUSIP analysis and reporting, and Balance Sheet reconciliation are completed in a timely mannerWorking together with Legal Entity controllers on the Fair Value measurement disclosure for standalone legal entity disclosuresPartner with the global Valuation Policy & Analysis team to improve APAC regional reporting process and to ensure global consistencyPrudent Valuation ReportingCoordinate with APAC PCG and VC&A teams on the quarterly Prudent Valuation reportingWork with global VC&A teams to ensure consistent framework and methodology are applied for Prudent Valuation reportingWork closely with the global Valuation Policy & Analysis team and coordinating with APAC PCG/VC&A controllers to ensure compliance with regulatory requirements such as monthly PV meeting minutes and periodic review of PV & MVA methodologiesCoordinate with APAC PCG and VC&A teams to ensure MTM differences against counterparty are analyzed and reportedAd Hoc analysis and project workPerform valuation control processes across derivative markets businesses in APAC, including Price-Testing and Valuation Adjustment calculations, reporting and analysisAddress valuation issues across a wide range of derivative products (vanilla and complex products such as structured notes with embedded derivatives)Design and implement valuation adjustments and price testing methodologies, with particular attention given to control designIdentify pricing issues that may require particular attention with critical analysis of risk factorsParticipate in global Valuation Control & Analytics forums and work with the VC&A teams across regions to ensure Citi-wide valuation consistencyQualifications Undergraduate degree in Finance, Financial Engineering or AccountingPostgraduate degree in economics, finance, mathematics, sciences, or other engineering disciplines preferableAt least 8-10 years of experience expertise in a Valuation, Risk or Product Control related function covering interest rates derivativesStrong product knowledgeKnowledge of modern derivative pricing methodologies and hedging practicesHighly computer literate, with excellent knowledge of Excel and Access (VBA/SQL)Ability to apply theoretical knowledge in a practical environmentAbility to interpret and analyze large volumes and at times complex informationAttention to detail and strong process improvement capabilitiesStrong verbal and written communication skills with the ability to discuss and explain pricing concepts, defend viewpoint, and create common understandingDesire to learn and continuously developAbility to manage time and work priorities efficiently and effectivelyAbility to perform effectively within a time pressurized environmentA proven track-record of working in teamsExperience managing a group of 7-10 Valuation Product Control required
Degree: MBA/ PGDM

Additional Degree: BA (Arts) | B.Com. (Commerce) | B.Pharm. (Pharmacy) | B.Plan. (Planning) | B.Sc. (Science) | BBA/ BBM/ BBS | BCA (Computer Application) | Diploma-Other Diploma | B.Ed. (Education) | BHM (Hotel Management)

Experience: 8-10


Finance/Budgeting | Financial Analysis
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