Valuation Risk VP, Citi

Citi

Location:
India, Pune

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

Citi is looking for an experienced professional for a role in the Markets Price Risk & Controls – Valuation Risk team, part of the 1st Line of Defense. The successful candidate will have significant experience in product valuations including market/model risk and understanding of the overall control environment. This role will have responsibility for monitoring, investigating and challenging valuation controls as well as producing monthly governance and project management materials. The scope of the role covers Markets globally and requires collaboration with colleagues across all regions.

Job Responsibility:

Perform the 1LoD Valuation Controls which include oversight and governance of Valuation Consistency, Unchanged Prices, and Non-Standard Trade Booking controls
Evaluate metrics and reports relating to these controls, and where relevant identify necessary actions and facilitate resolution of identified issues
Generate monthly materials for senior governance forums which are accountable for consistent Front Office valuations
Design and implement Front Office controls which effectively mitigate the risk of mis-valuation of financial instruments
Engage with Markets Technology, senior Markets Traders and Risk functions to develop new technology capabilities for cross-Markets Valuation Risk controls
Ongoing review and enhancement of Markets-wide Policies on Valuation Risk to drive standardized and consistent mechanisms to evidence controls and supervision of pricing risk
Define operating control standards across Markets and embed within the Manager Control Assessment (MCA) framework to assess Valuation Risk controls and ensure businesses operates within risk appetite

Requirements:

Strong technical understanding of derivative valuations across multiple asset classes
Robust understanding of typical data structures for market data utilized by derivative models
Strong controls mindset, identifying and mitigating risks, communicating and escalating concerns
Experience dealing with regulators, Audit, Compliance and other Risk and Control functions
Strong communication skills with an ability to influence senior stakeholders and to adjust communication style for the target audience
Self-motivated and detail oriented
Excellent organizational skills, with an ability to multitask and adapt to change
Ability to collaborate across businesses, regions and support functions
7+ years’ experience in Risk Management, Valuation Control, Trading or other related roles in the financial industry

Nice to have:

Analytical Thinking
Business Acumen
Constructive Debate
Escalation Management
Issue Management
Policy and Procedure
Policy and Regulation
Risk Controls and Monitors
Risk Identification and Assessment
Stakeholder Management

Additional Information:

Job Posted:
August 14, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Valuation Risk VP