Derivatives Pricing Specialist
2 months ago
We are seeking a highly skilled Quantitative Analyst to join our Global Markets team at OCBC Bank. As a key member of our team, you will be responsible for developing and implementing pricing models for exotic derivatives, as well as maintaining and upgrading our risk management tools.
Key Responsibilities- Develop and implement pricing models for exotic derivatives, including research and analysis of market data and trends.
- Maintain and upgrade our risk management tools, ensuring they are accurate and efficient in supporting trader's intraday hedging activities.
- Contribute to the automation of our derivative price distribution systems, improving efficiency and reducing risk.
- Collaborate with other stakeholders within the bank to address concerns arising from model validations, reserve methodologies, and new product approvals.
- 3-7 years' hands-on experience in developing pricing models for exotics in at least one main asset class (FXD space would be a plus).
- Ability to work independently on multiple concurrent projects with efficient time management skills.
- Proficient in effective communication and capable of simplifying complex subjects.
OCBC Bank is Singapore's longest established bank, with a history dating back to 1932. We have been helping people and businesses achieve their goals through our innovative financial solutions and services. Our focus is on being Simply Spot On in everything we do, and we are committed to providing our customers with the best possible experience.
What We Offer- Competitive base salary.
- A suite of holistic, flexible benefits to suit every lifestyle.
- Community initiatives.
- Industry-leading learning and professional development opportunities.
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