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Closing Date: 10th August 2018
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Recruit Express Pte Ltd
1 year contract Bank Officer (Valuation Control - Market Data Team)

Salary: 2500.00

Job Description 

Market Risk and Product Control is the function in Group Risk Management responsible for P&L Reporting and Attribution, P&L Reconciliations, Valuation Controls, Market Data & Book Controls and Structured Products governance, risk computation, monitoring and management. The Valuation Control – Market Data team is responsible for ensuring the quality and timeliness of market data used by the bank’s treasury systems are of a high standard


Key Responsibilities

  • Responsible for market data processes which includes equities, commodities, credit derivatives, rates and FX. The market data process involves extracting, reviewing, cleaning and uploading volatilities and rates 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 system (GMP, WSS) 

 

  • Reviewing the current market data curve and surface configuration in WSS and GMP to ensure accuracy and adherence to market convention

  • Participate in strategic projects to consolidate and automate the market data processes

 

  • Automate manual processes

 

Requirements

  • A degree in a numerate subject such as engineering, statistics or mathematics. Candidates with strong academic results from other disciplines may be considered
  • Prior working experience in Banks / Financial institution
  • Proficiency in Excel VBA

Interested applicants kindly send a copy of your detailed resume to emilyng@recruitexpress.com.sg

Attention resumes to: Miss Emily Ng Li Feng (R1439496)

EA Licence No.:99C4599

*Only shortlisted applicants will be notified





 
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