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Valuation Control Intermediate Analyst – Reporting. The Valuation Control Group (VCG) is an independent team of subject matter experts within the Finance Division. VCG’s primary responsibility is to reasonably ensure that risk portfolios are fairly valued in accordance with applicable standards and regulatory requirements. In doing so, the team works closely with its stakeholders, including senior management, business heads, markets controllers, market risk, regulators, and both internal and external audit.
Job Responsibility:
Preparing and developing Global and Legal Entity level reports (mostly monthly or quarterly) on valuation controls and processes (primarily Independent Price Verification, Valuation Adjustment Calculation, Fair Value Hierarchy Classification)
Actively liaising with VCG Asset Class Teams (Equities, Commodities, Credit, Rates, FXLM) to organise and communicate valuation results
Ensuring compliance with the EBA’s Regulatory Technical Standards on Prudent Valuation, handling regulatory matters requiring attention, and ensuring associated reporting demands are timely remediated
Ensuring a high level of accuracy across all reported numbers, high quality of pertaining commentaries and process documentation, and adequate legal entity focus
Active participation in preparation of the Financial Statements for specific Legal Entities
Streamlining EUCs (End-User Computing Tools), taking a critical approach towards existing processes, and helping build effective and well-controlled processes for new reporting requirements
Requirements:
University or College degree in economics, finance, mathematics, or a similar relevant discipline
Knowledge of or a demonstrated interested in capital markets products (Equities, Bonds, Commodities, FX, Options, Swaps, Futures, Forwards)
Strong computer literacy, with special regards to Microsoft Excel (VBA and Python being a plus)
Strong verbal and written communication skills in English
Attention to detail and control-focused mind-set
Good time management skills
Ability to critically assess and improve processes
What we offer:
Cafeteria Program
Home Office Allowance (for colleagues working in hybrid work models)
Paid Parental Leave Program (maternity and paternity leave)
Private Medical Care Program and onsite medical rooms at our offices
Pension Plan Contribution to voluntary pension fund
Group Life Insurance
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
Socially active employee communities with diverse networking opportunities