Job Responsibilities
Market Risk and Product Control is the function in Group Risk Management supporting the bank's Treasury business responsible for P&L Reporting, analysis and reconciliations, Market data and valuation controls, Book controls, Structured Products governance and Market Risk computation, monitoring and controls. The Market Data Analytics Team is responsible for the acquisition of market data and ensuring the quality and timeliness of the market data used by the bank's treasury systems are of a high standard.
.
Job Responsibilities
- Responsible for market data processes which covers asset classes across equity, commodity, credit and fixed income, interest rates and FX. The market data process involves acquiring, reviewing and validating and uploading the data into the bank's various trading systems.
- Reviewing and documenting the various intermediate rates computations (multi-curve bootstrapping, equity and commodity forward curves, FX, equity, interest rate and commodity volatility curve building) performed by the bank's treasury systems.
- Reviewing the current market data structures (curves and surfaces) configurations in the Treasury systems to ensure accuracy and adherence to market conventions.
- Participate in strategic projects to consolidate and enhance automation of the market data processes and support new business initiatives.
Job Requirements
- A degree in business and finance, statistics or mathematics. Candidates with strong academic results from other disciplines may be considered.
- Hardworking and a team player
- Excel VBA, Python
- Willing to work on public holidays to support overseas branches
