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 market data research.

Key Responsibilities

• 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 discussion with internal and external auditors.
• Contribute to Treasury Systems design and development of business requirements.
• Contribute to market data research, follow up, and configuration for new markets.
• Keep abreast of market development in quantitative models and market data.
• Provide analytical support to other units of the Treasury.
• Provide quantitative and analytical support to respond to client enquiries.
• Provide training and guidance for Junior staff.
• Any other duties as assigned.

Required Experience

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 highly 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 valuing/pricing 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.

Qualifications

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