Report valuation and risk to the business daily, including timely issue identification and resolution. This would involve trade modeling, liaising with Front Office to confirm prices and understanding the trades
Produce and analyze full P&L attribution, and resolving any unexplained P&L
Continuous improvement to improve speed and accuracy of risk sensitivities, to reduce the level of manual intervention required in the workflow and to streamline the workflow
Set up and testing of valuation and risk for new products and verification of new deal P&L
Reviewing, analyzing and verifying the booking of complex trade structures within DB systems, including close liaison with Operations to ensure timely and correct trade verification and maintenance
Work with stakeholders to standardize booking practices and reducing operational risk surrounding exotic bookings
Familiarize with bank policies around model risk control, exotic trade review, valuation services and risk and P/L control
Understand and analyze the root cause of exceptions, take ownership of exceptions and actively drive remediation
Respond to internal client queries on valuation and risk, through a strong understanding of pricing concepts, model limitations and analytical pricing libraries
Work closely with stakeholders and partners in Front Office, Market Risk Management, Global Valuation Group & Operations to fulfill our responsibilities.
Your skills and experience:
Strong inter-personal skills as constant interaction with stakeholders and partners is expected.
A strong team player.
Possess intellectual curiosity in valuation problems (all aspects of quantitative finance and methodologies)
Have the skills to drive continuous improvement of processes and workflow.
Associate:
Minimum of 2 years working experience in a financial institution or investment bank
Broad knowledge of banking products such as Fixed Income, Rates, Currencies, Derivatives including pricing and risk
Proficient in Microsoft Query, Python and Alteryx. Experience in SQL, Tableau, VBA and C++
AVP:
Minimum of 4-5 years working experience in a financial institution or investment bank
Broad knowledge of banking products such as Fixed Income, Rates, Currencies, Derivatives including pricing and risk
Strong stakeholder management skills in communicating complex information to a wide variety of stakeholders from various region.
Role is required to be performed on-site at One Raffles Quay office. Relevant vaccination requirement applies
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