Financial Officer

Overview

The Financial Officer will contribute to the design and implementation of quantitative financial valuation models and tools to support capital markets transactions and asset liability management for the Bank's portfolios.

Tasks Summary

• Contribute to the design and implementation of quantitative financial valuation models and tools.
• Work with relevant teams for pre-trade model validation and post-trade verification.
• Engage and collaborate with various internal units to secure new transaction approval.
• Perform and deliver timely monthly valuations for complex financial contracts.
• Participate in discussions with internal and external auditors.
• Contribute to Treasury Systems design and development of business requirements.
• Contribute to Capital Markets Department efforts related to LIBOR transitions.
• Follow up on market development in the area of valuation and risk analytics.
• Provide analytical support to other units of the Treasury.
• Provide quantitative and analytical support to respond to client's enquiries.
• Provide training and guidance for Junior staff.
• Any other duties as assigned.

Experience Requirements

5+ years relevant work experience in valuation models, interest rate derivatives including exotics and/or financial platform implementation with focus on valuation, risk management and financial modeling. Experience managing financial IT implementations and/or deployments is strongly preferred. Expertise in Murex and Numerix Cross Asset / OneView are strongly preferred. Strong theoretical and practical experience with derivative instruments. Experience with capital markets, market conventions, and market data. Proven quantitative and qualitative analytical skills in the area of valuing/pricing of complex structures; including knowledge of econometric and financial modeling techniques, multi-factor Monte Carlo simulation techniques and option pricing methodologies. Working experience with one or more of the following languages: Python, VBA, Matlab, R, etc.

Qualification Requirements

Master’s degree or above with 5 years of experience in a quantitative discipline such as finance, mathematics, physics or engineering, or an equivalent combination of education and experience. Professional Certification in CFA, FRM, or PRM is strongly preferred.

Other Details

Languages Required: English

Languages Preferred: Second language is a plus

Contract Duration: 3 years 0 months

Work Modality:

Remuneration: