About

Citi, the leading global financial services company, has some 200 million customer accounts and does
business in more than 100 countries, providing consumers, corporations, governments and
institutions with a broad range of financial products and services, including consumer banking and
credit, corporate and investment banking, securities brokerage, and wealth management. Additional
information may be found at www.citigroup.com or www.citi.com

Role Outline/Job Summary

Global Finance Product Control is seeking a product controller to join the team. This is an exciting
opportunity to utilize your analytical skills and increase your knowledge in a dynamic and growing
product area. The candidate will be placed within a team that supports either the Hong Kong Equity
Derivative business or the Japan G10 Rates Derivatives business. The candidate will be exposed to a
diversity of derivatives products such as interest rate swaps (IRS), credit default swaps (CDS),
structured exotic products and develop an understanding of the risk attributes used to measure
exposure and manage these products. Additionally, the analyst will perform independent valuations
on our trading assets as part of the Price Verification analysis, which requires learning about the
product, its valuation technique, and the market in which it trades, and challenge the trading desk on
pricing discrepancies. This is a very dynamic business with high volumes, and requires close day-to-
day communications between the trading desk, support functions and to management. Coupled with
changing regulatory requirements, such as the increasing role of clearing houses and electronic
trading platforms, Dodd Frank and Volcker Rule, the candidate will be constantly challenged in this
role and will acquire a breadth of knowledge, including, but not limited to:

 Understanding of the role of the trading desk and product control within an financial institution
 Importance of controls and integrity of the general ledger
 Understanding of derivatives products and its risk measurements
 Understanding of Profit Attribution Analysis and Independent Pricing
 Awareness of the changes in the regulatory landscape post 2007 crisis

Responsibilities Include:

 Daily Profit and Loss (PL) analysis and reporting

 Preparation of market commentaries to explain significant PL movements and events
 Reconciliation of income statement and balance sheet during month end close
 Price Verification analysis to ensure pricing to fair value as required by FAS157 for mark-to-
market accounting
 Liaising with other areas of Finance to ensure policies and procedures are consistently
adhered to
 Coordinating resolution of issues with cross functional teams, including front office, market
risk, and operations
 Performing analysis for ad hoc requests regarding regulatory, valuation, risk and operational
concerns

Last updated: Jul 18, 2016 Page

Qualifications:

 Strong skill with system architecture and information management, and with all Microsoft
Office Products, emphasis on Excel as a functional analytical tool
 Able to travel for training within Asia Pacific
 Able to articulate, explain and defend viewpoint/analysis results
 Targeting 5 years of derivative product control experience with an investment bank
 4-year Bachelor’s degree or international equivalent in Finance, Accounting or related field
 CFA or MBA a plus
 Strong understanding of Accounting fundamentals
 Strong interpersonal skills and verbal communication skills
 A good team player with excellent communication skills and a strong work ethic
 Problem solving skills and an innovative approach to work are also required
 Ability to manage multiple tasks and meet assigned deadlines required

Last updated: Jul 18, 2016 Page