Senior Valuations Analyst - Interest Rates

Warszawa, Poland
Ref: 91839 Contract: Full-Time Posted: 26/07/19 Closes: 22/09/19

We're looking for an Interest Rate Curves Senior Valuations Analyst to join us in Warsaw

  • If you're fluent in English and passionate about financial markets, join us as a Senior Valuations Analyst 
  • This is a great opportunity to get in-depth insight into financial instruments that aren't available in the Polish financial market 
  • You'll also have access to a number of development and learning programmes

What you'll do

You'll be providing daily and monthly commentary of independent price verification results, including confirmation of prices with external data providers and the front office. You'll also be reviewing independent curve surfaces setup, inputs re-pricing accuracy and running end of day calibrations.

Your responsibilities will be covering Interest Rate Curves within G11, EM and APAC areas including:

  • Calculating valuation adjustment
  • Maintaining prudential valuation curve surfaces
  • Prudential valuation calculation and reporting
  • Verifying IPV and reserves methodology, ensuring the procedures are in line with our policies and reporting requirements
  • Identifying improvement opportunities
  • Increasing efficiency by challenging working assumptions used for IPV and reserves calculation

The skills you'll need

Most essentially, you'll need to have fluent written and spoken English and a good understanding of Interest Rates Derivatives products. We're looking for someone who is determined to make a difference, add value, is not afraid of asking questions and is challenging. You'll also need an eagerness to learn coupled with excellent attention to detail, so as to ensure the highest level of finance data accuracy.

You'll also need:

  • Experience in an institution linked with capital markets
  • Advanced Excel skills, VBA is preferred
  • A track record of process improvement
  • A good understanding of control environments and requirements that need to be met for a control to be effective and efficient
  • Outstanding communication and interpersonal skills
  • The ability to build strong and trusted working relationships
  • The ability to multi-task, prioritise effectively and learn quickly

How we'll reward you

You'll start on a competitive reward package. Your package includes the chance to join our NatWest benefits scheme and to choose from a range of protection, healthcare or lifestyle extras.

Inclusion

At NatWest, we want everyone to feel welcome. That’s why we want you to know that we will work with you to make the application process as smooth as possible. So please just let us know if you need any adjustments or support – we'll do whatever we can to help.