Valuation Control Lead Analyst
We are seeking an outstanding candidate to be part of the XVA Valuation Control Team supporting the XVA desks across the Markets business.
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, product control, market risk, regulators, and both internal and external audit.
Responsibilities:
Support XVA Valuation Control in Budapest with responsibility for Independent Price Verification, Valuation Adjustments, Fair Value Levelling, as well as pertaining to analytical and project work.
Responsibility for all aspects of valuation control of the business, including validation of market data inputs, reporting and analysis.
Pro...