System Analyst - Pricing & Valuation

Unison Group; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Unison Group is seeking a self-motivated risk management professional with a strong background in derivatives valuation and traded risk. The ideal candidate will understand X-Asset pricing, risk, and banking & trading book contexts.

You will work with technical and non-technical stakeholders, drive strategic change, and deliver large-scale, highly available applications within a multi-national setup. Strong problem solving and delivery focus are essential.

Qualifications

• 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.
• Quantitative Pricing and Risk.

Skills

Risk management

Derivatives valuation

Quantitative pricing

Python

C++

R

Stakeholder communication

Project management

Problem solving

Software development life cycle

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
• 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

• 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
• 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

Requirements

• 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
• Quantitative Pricing and Risk