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Valuation Control & Analytics (VC&A) Analyst

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

ResponsibilitiesWork with a team of 2 Valuation Controllers based in Hong Kong to perform and analyze price testing results and fair value adjustments for Asia Pacific, Japan and Australia Credit Trading businessesPerform Fair Value Classification, Level 3 Roll-Forward analysis, and other controls such as Multiple Price Per Instrument and Multiple Fair Value Per CUSIP review in accordance with the Fair Value reporting control frameworkEnsure APAC valuation policy and reporting requirements are consistent with the other regionsAssists in compilation of monthly regional Price Verification reports for Credit Trading businessActively participate in monthly Independent Price Verification meetings with the Front OfficeHandle regular and ad-hoc requests from global teams, regulatory reviews, e.g. Prudent Valuation Reporting. Perform valuation control processes across derivative markets businesses in Asia Pacific, including Price-Testing and Valuation Adjustment calculations, analysis and reportingAddress 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 to the design of controlsIdentify pricing issues that may require particular attention with critical analysis of all factor risks involvedParticipate in global Valuation Control & Analytics forums and work with the VC&A teams across regions to ensure Citi-wide valuation consistency QualificationsUndergraduate degree in Finance, Financial Engineering or AccountingPostgraduate degree in economics, finance, mathematics, sciences, or other engineering disciplines preferableAt least six years experience expertise in a Valuation, Risk or Product Control related function with specific exposure to Credit or Equities productsStrong product knowledgeKnowledge of modern derivative pricing methodologies and hedging practicesHighly computer literate, with excellent knowledge of Excel and Access (VBA/SQL ideal but not required)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 teams
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: 3-5


Credit Control & Collections | Finance/Budgeting | Financial Analysis
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