We're seeking a future team member for the role of Associate to join our OTC Valuations, Middle Office team. This role is located in Singapore, Hybrid.
Derivative Valuations are a centralized global utility that support a number of functions across various business lines. We are responsible for valuing OTC derivative assets for inclusion in
- The NAV production process for mutual and hedge fund accounting teams in APAC, Europe, India and across several US locations.
- The valuation of pension funds for global companies based in APAC, Europe and the US.
- Driving margin calls as part of our collateral management business.
- Regulatory reporting and risk analysis by the bank and our clients.
The group consists of 60+ people in permanent roles in US, Ireland, Poland, India and Singapore.
In this role, you'll make an impact in the following ways:
- Review the daily pricing of OTC assets, manual price input and price exception validation review for a variety of clients.
- Understand the theoretical/technical nature of all OTC securities and the data required for accurate calculation of OTC positions.
- Suggest improvements to processes and taking ownership of service provided to clients.
- Own and drive the processes required for valuation, analysis, and production of pricing for OTC Derivatives
- Partner with senior colleagues and be actively involved in analysis, investigation and explanation of price changes due market data, Greeks and other valuation dimensions required for pricing of OTC Derivatives by querying our pricing database
- Responding to queries posed by our internal stakeholders and our clients
- Active involvement in project management to enable process efficiencies
- Deliver work within a tight, deadline driven environment.
To be successful in this role, we're seeking the following:
- Bachelors degree or the equivalent combination of education and experience. Advanced degree in quantitative analysis preferred:
Finance
Mathematics
Business
Economics
Engineering / Data Analytics
- 3-5 years experience preferred.
- Experience in quantitative finance and technology preferred but not essential.
- Strong focus on accuracy and attention to detail.
- Ability to work under pressure.
- Excellent teamwork, interpersonal, oral and written communication skills.
- Excellent analytical, organizational and time management skills. Ability to effectively prioritise and execute tasks in high-pressure environment.
