Crisil Integral IQ delivers solutions and analytics to top financial institutions, driving strategic transformation, risk optimization, and operational excellence. Our offerings across research, risk, lending, analytics and operations have empowered clients to navigate complex markets, mitigate risks, and unlock new opportunities. Our domain expertise, innovative solutions, and future-ready technologies such as AI and data science give clients the confidence to accelerate growth and achieve sustainable competitive advantage. Our globally diverse workforce operates in the Americas, Asia-Pacific, Europe, Australia and the Middle East.
We are seeking a Valuation Control professional with experience in Credit and Rates products to support the independent valuation review and price verification process across trading portfolios. The role involves partnering with Front Office, Market Risk, Quantitative Research, and Product Control teams to ensure accurate valuations, robust controls, and regulatory compliance.
Please be informed that the role is hybrid - we expect 2 working days in a month from the office in Krakow.
Key responsibilities:
- Perform Independent Price Verification (IPV) for Credit and Rates trading portfolios.
- Review and validate trader marks using independent market sources, broker quotes, and pricing vendors.
- Analyze valuation discrepancies and investigate material valuation movements.
- Assess valuation methodologies, model inputs, and market observability.
Credit & Rates Product Coverage
- Support valuation control activities for products including: Government Bonds; Interest Rat; Swaps (IRS); OIS Swaps; Credit Default Swaps (CDS); Corporate Bonds; Credit Indices; Structured Credit Products; Inflation and Cross-Currency Swaps.
Governance & Controls
- Ensure adherence to valuation policies and regulatory requirements.
- Identify valuation risks and elevate issues to senior stakeholders.
- Support internal and external audits and regulatory reviews.
Analysis & Reporting
- Produce valuation control reports and management summaries.
- Explain valuation and reserve movements to key stakeholders.
- Perform quantitative analysis on valuation trends and market impacts.
Process Enhancement
- Drive automation and efficiency initiatives across valuation processes.
- Utilize data analytics tools to improve controls and reporting.
- Contribute to strategic valuation transformation projects.
Skills required:
- 3+ years of experience in Valuation Control, IPV, Product Control, Market Risk, Pricing Analytics, or Valuation Advisory.
- Strong understanding of Credit and Interest Rate products.
- Experience working within global investment banks or capital markets organizations.
- Strong understanding of:
- Yield Curves
- Credit Curves
- Discounting Methodologies
- Market Data Validation
- Pricing Models for Credit and Rates Products
- Advanced Excel skills.
- Knowledge of SQL, Python, VBA, Alteryx, Power BI, or Tableau preferred.
What we offer:
- Stable Employment in an International Company: Be part of a globally recognized organization that values stability and growth.
- Secure Employment Contract: Enjoy the peace of mind that comes with a solid employment contract.
- Comprehensive Benefits Package: Take advantage of our extensive benefits, including Medicover health insurance, Multisport membership, and group insurance to keep you and your family protected.
- Employee Referral Program: Help us grow our team and get rewarded through our Employee Referral Program.
- Education Reimbursement Policy: Invest in your future with our education reimbursement policy, supporting your continuous learning and professional development,
- Career Development Opportunities: Explore numerous internal and external opportunities to advance your career within the Finance Domain. We are committed to your growth and success.