System Analyst (Pricing & Valuation)

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

• Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management
• Good understanding of X-Asset Derivatives Pricing and Risk (eg. Monte-carlo, PDE valuation, XVA and PFE)
• Strong technical knowledge
• Good business domain knowledge of Banking & Trading book
• 6+ years or more track record in Derivatives valuation and Risk evaluation capabilities for a multi-national/regional company
• Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
• Good problem solving, analytical, synthesis, system thinking and solutioning skills
• Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders
• Strong influencing skills to achieve alignment up and down the organization
• Experience in implementing large-scale, highly available applications or other large project implementation
• Proven result-oriented person with a focus on delivery
• Good understanding and experience in software development cycle

• Experience working with Derivatives valuation and Quantitative pricing.
• Understanding of Pricing models for x-Asset products and required Market data.
• Understanding of Risk evaluation and Sensitivities
• Programming knowledge (Python / C++ / R) would be an advantage.
• Strong technical & functional background.