Senior Derivatives Pricing & Valuation Systems Analyst

Unison Group; Singapore; On-site; SGD 90,000 - 130,000; Full time

Job summary

Unison Group in Singapore seeks a self- motivated risk management professional to deliver strategic change solutions for traded risk management. You will contribute to X-Asset derivatives pricing and risk, including Monte Carlo/PDE valuation, XVA and PFE.

Strong technical knowledge and business domain expertise in Banking and Trading book, with experience in communicating with both technical and non-technical stakeholders.

Qualifications

• Experience in derivatives valuation and risk evaluation for a multinational company.
• Strong understanding of pricing models for x-asset products and market data.
• Proven ability to communicate with both technical and non-technical stakeholders.
• Experience implementing large-scale, highly available applications or major projects.

Responsibilities

• Deliver risk management solutions and strategic change initiatives.
• Evaluate traded risk and support pricing and valuation capabilities.
• Identify and manage project risks, issues and dependencies with sponsors.

Skills

Risk management

Derivatives valuation

Pricing models

Python

C++

R

Stakeholder communication

Problem solving

Software development lifecycle

Project management

Tools

Python

C++

R

Job description

Unison Group in Singapore seeks a self- motivated risk management professional to deliver strategic change solutions for traded risk management. You will contribute to X-Asset derivatives pricing and risk, including Monte Carlo/PDE valuation, XVA and PFE.

Strong technical knowledge and business domain expertise in Banking and Trading book, with experience in communicating with both technical and non-technical stakeholders.