Description

Valuation Control Analyst, Credit and Structured Products will report to the SVP – Head of Valuation Control within Commercial Banking and is a new role within Citizens. The incumbent will play a critical role and have several key responsibilities in supporting Valuation of Citizens fair value asset portfolios. This role is a ground floor opportunity to assist in the build out of a group in a growing part of Citizens business.


Primary responsibilities include

+ Execute a price verification/benchmark process including the calculation of fair value adjustments.

+ Work with Trading, Middle Office, Finance and Model Risk to continually monitor the various valuation risks of the business and implement appropriate adjustments.

+ Perform analysis of markets, P&L, & Risk daily with understanding of the factors that drive the valuation risk.

+ Enhance existing control framework including reviewing independent pricing process...