Csaba Fabian Email & Phone Number

Prague, The Capital, Czech Republic

Hired as the first member of the Hungarian commodities valuation team gave leading role in the process transfer from London to Budapest.Transition our processes to the new team members.Submissions for different data providers Markit, ICE, Mercure. Creating the relevant processes spreadsheets, ensuring consistency and continuity while a new provider step in midyear.Acting as a control function for Citibank’s trading activity. Revaluing Citibank EMEA Commodities books and records… Show more Hired as the first member of the Hungarian commodities valuation team gave leading role in the process transfer from London to Budapest.Transition our processes to the new team members.Submissions for different data providers Markit, ICE, Mercure. Creating the relevant processes spreadsheets, ensuring consistency and continuity while a new provider step in midyear.Acting as a control function for Citibank’s trading activity. Revaluing Citibank EMEA Commodities books and records using external consensus data and model based approaches.Implement alternative procedures for the untested product inventory.Pulling together the monthly Business Valuation Control Report to present our results to the Desk and Risk.Keep in touch with the traders quants and product control members to gather market information, product details and position details.Reporting our results to Flash and S2.Getting involved in the early stage of EDM project where a consensus provider should calculate the reserves based on each client’s risk.Fulfilling the End User Computation regulatory requirements by implementing the required checks, security features to each processes.Participated in the hiring process of the Budapest valuation control group.Beyond work activities: organising a cultural event across finance. Show less

Revaluing Morgan Stanley’s Primary Structured Note books and records using external trade data and model based approaches.Driving the development of valuation and risk models being used for determining the fair value of portfolios and increasingly adding value to the critical analysis performedExtensive liaison with the front office traders, strats and product control team to ensure appropriate review, identify risks, ensure proper control within the rates, equity, FX and structured… Show more Revaluing Morgan Stanley’s Primary Structured Note books and records using external trade data and model based approaches.Driving the development of valuation and risk models being used for determining the fair value of portfolios and increasingly adding value to the critical analysis performedExtensive liaison with the front office traders, strats and product control team to ensure appropriate review, identify risks, ensure proper control within the rates, equity, FX and structured note area.Preparing summaries on mark review results for senior finance executives and trading desk to ensure positions are marked correctly in the firm’s books and records while evaluating trading trends.Respond for queries from internal and external auditors as well as external regulators.Maintaining documentation of procedures, methodologies for all review performed.Pricing path-dependent derivatives with monte carlo simulation, running linear regressions for callable securities and applying asset-swap models for pricing illiquid structured notes.Ad-hoc projects. Co-operating with IT automation of DVA calculation for New York and London Structured note.Participate in recruiting. Member of Corvinus Core Committee. Held presentation at University of Pécs.Beyond work activities: Officer of the MS Toastmaster club, member of sport committee, organiser/coach of MS handball team. Show less

Making client acquisitions and maintaining relationships with existing clients. Serving them on the highest level.Collecting deposit from companies, banks and other financial institutions.Making offers for the clients according to the amount, maturity and profitability.Co-operating with other departments to create a full, tailor-made offer for the biggest clients.Managing the size of our portfolio according to the requires of the ALM.Product development and support internal… Show more Making client acquisitions and maintaining relationships with existing clients. Serving them on the highest level.Collecting deposit from companies, banks and other financial institutions.Making offers for the clients according to the amount, maturity and profitability.Co-operating with other departments to create a full, tailor-made offer for the biggest clients.Managing the size of our portfolio according to the requires of the ALM.Product development and support internal regulation issues.Weekly, monthly, annual reports preparation. Show less

Serve our personal and small and medium sized company clients on the highest level.Collecting funds, acquiring new clients, creating personal quotations, selling deposits, state bonds, company shares and insurance.Reporting plans, tasks and their implementation. Following up on client requests and contracts.

Master'S Degree, Economics

Education record