System Analyst - Pricing & Valuation

Hong Kong Unison Limited; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Unison Consulting is seeking a self-motivated risk management professional based in Singapore to deliver strategic change solutions enabling effective traded risk management. The role requires deep understanding of X-Asset derivatives pricing, risk evaluation, and strong communication with technical and non-technical stakeholders.

With 6+ years in derivatives valuation and risk capabilities, you will drive large-scale, highly available applications and oversee software development lifecycle,

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.

Skills

Risk management

Derivatives valuation

X-Asset pricing

Monte Carlo methods

PDE valuation

XVA

PFE

Stakeholder communication

Problem solving

Project risk management

Software development lifecycle

Education

Master's degree in Computer science/ Quantitative Finance

CFA / CQF (advantage)

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

Requirements:

Preferred 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.

Education:

• Master’s degree in Computer science/ Quantitative Finance or in Finance domain
• Related professional/technical qualification (CFA / CQF for e.g.) will be advantageous although not mandatory

Key Domain/ Technical Skills:

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.
• Quantitative Pricing and Risk

Unlock job insights

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Unison Consulting established in the year 2012 in Singapore. We provide technology consulting, systems implementation, and integrations service to Asia Pacific customers. We help transform enterprise data in actionable insights. Our consultants have wide range of functional expertise within Banking and Financial services spectrum, working closely with clients to anticipate, illuminate and overcome complex business challenges.

Our objective is to be a one-stop solution provider all enterprise business intelligence and data warehousing needs of organizations.

Our mission is to consistently deliver our services to our clients in a cost-effective way without compromising the quality.

Our current clients include - DBS, OCBC, Standard Chartered Bank and Maybank.

Unison Consulting established in the year 2012 in Singapore. We provide technology consulting, systems implementation, and integrations service to Asia Pacific customers. We help transform enterprise data in actionable insights. Our consultants have wide range of functional expertise within Banking and Financial services spectrum, working closely with clients to anticipate, illuminate and overcome complex business challenges.

Our objective is to be a one-stop solution provider all enterprise business intelligence and data warehousing needs of organizations.

Our mission is to consistently deliver our services to our clients in a cost-effective way without compromising the quality.

Our current clients include - DBS, OCBC, Standard Chartered Bank and Maybank.