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Strategic Analytics Expert
2 months ago
We are committed to creating a supportive work environment where our employees can thrive. Our company is dedicated to providing an environment that prioritizes your development and wellbeing.
Salary Range
We offer a competitive salary range of $120,000 - $180,000 per annum, commensurate with experience, based on the location in Singapore.
Job Description
As a Strategic Analytics Expert - Risk Management, you will be responsible for implementing automation of all PnL processes and existing risk processes, enabling appropriate controls. You will also provide mathematical and pricing solutions to new and existing products covered by emerging market business, migrate all businesses' risk management and valuation to the single strategic analytics platform, and work in partnership with various teams to drive the build-out of the strategic analytics platform and provide essential production support. Additionally, you will apply data science and machine learning techniques to provide trading desk analytical insight.
Key Responsibilities:
- Implementing the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
- Provide mathematical and pricing solutions to new and existing products covered by emerging market business
- Migrate all businesses risk management and valuation to the single strategic analytics platform
- Working in partnership with Trading, Structuring, Finance, Market Risk, Technology and Operations to drive the build-out of strategic analytics platform and provide essential production support
- Applying data science and machine learning techniques to provide trading desk analytical insight
Required Skills and Qualifications:
You Will Need:
- A minimum of 1 year of relevant financial pricing experience with strong understanding of derivatives pricing, and strong programming skills utilizing languages such as Python or C++ in large-scale environment
- Strong quantitative analytic and modelling skills with practical pricing and risk management experience, especially on interest rates, credit and FX derivative space.
- Master or PhD degree in quantitative subjects e.g. financial engineering, statistics, mathematics and computer science
- Strong math skills in probability, stochastic calculus and numerical methods.
- Hands-on experience on solving practical financial problems using machine learning and data science techniques
Benefits:
What We Offer:
- Flexible working arrangements to assist you balance your personal priorities
- Coaching and support from experts in your team
- A culture of continuous learning to aid progression
- A range of flexible benefits that you can tailor to suit your needs
- Training and development to help you excel in your career