Financial Officer

tendersglobal.net

Job Description

As a member of the Treasury Quantitative Research and Analytics (CTQRA), the candidate will provide advanced quantitative analytical support to the Liquid Assets and Cash Management (LAM), Funding, and Treasury Client Solutions (TCS) business teams involving multi-currency and various fixed income products. You will participate in the analysis, design, and development of models for performance and risk (P&L) reporting for LAM portfolios, dashboards and other managements reports for all units, build complex analytics and reports for Assets and Liability Management (ALM) functions, develop valuation models for plain vanilla and exotic derivatives (Interest, FX and Equity linked), calculate exposures such as CVA/PFE, analyze securitized products, and develop various analytical tools including for pre-trade analysis as requested by the clients.

Roles & Responsibilities:

Develop and implement various models to measure fair value, market risk, currency, and counterparty exposure, P&Ls, dashboards and other management reports using analytical tools and systems.
Develop analytical tools and utilities to support new products and/or new initiatives using advanced tools and programming languages; provide production support to already developed tools and models as required.
Implement productivity enhancing utilities and applications.
Provide ad-hoc support to portfolio managers and traders in Treasury in pricing, risk analysis, exposure measurement and other needed tasks.
Analyze the terms and conditions of complex derivatives transactions and map correctly to the system.
Analyze and validate the result based on the portfolio positions and market movement and reconcile with data from outside counterparties such as derivative counterparts, custodians, and clearers.
Develop analytical tools for structured finance business.
Develop and implement the new Funding derivatives valuation platform.
Analyze/validate other staff members deliverables (computer programs, spreadsheets and others) and take over the tasks as assigned.
Independently research, analyze, and setup new market or trading instrument related requirements.
Prepare and maintain documentation of individual and group work.
Collaborate with team members as well as IT, Risk, and back-office teams to maintain and improve the quality of computer programs, and reports and in various new/on-going initiatives.
Provide hands-on training/assistance to client users and mentor junior staff on issues related to their functions.
Proactively identifies and develops possible improvements to the Treasury system.
Be the key subject matter expert (SME) in the on-going corporate projects such as new loan system, Treasury system, and others.
Will be the point person for CTQ in Singapore to help with the other relevant departments.

Selection Criteria:

Strong analytical skills and cutting-edge knowledge and experience related to Treasury products.
Ability to independently implement them as required with minimal guidance/supervision.
High degree of motivation to enhance productivity and efficiency using computer system.
Careful attention to details and reliability of the output.
Ability to work under pressure.
Excellent communication skills to explain the logic behind the analysis and models.
Self-motivated and able to work in a diverse global team.
Commitment to the daily production of error-free reports.
Knowledge of fixed income mathematics, exotic derivatives and information technology.
Strong theoretical base in quantitative analytical areas, combining a broad grasp of relevant theory and principles and of involved practices and precedent.
Ability to translate theory into practical applications in context of IFC work.
Ability to participate in multi-disciplinary teams.
Must be results/delivery oriented.
Excellent and proven collaborative and mentoring skills.
Be a mentor to more junior colleagues and provide training and knowledge sharing opportunities within the team.
Proficiency in the various software, systems and applications including Summit (Finastra), Numerix/OneView, Bloomberg, Reuters, Asset Control.
Programming languages/framework to develop/maintain models such as VBA, C++, Java, Python, Oracle, SQL, MS Access, and Excel.
Master’s degree in a technical field (math, engineering, statistics, econometrics, or finance) or MBA with at least 8-12 years of experience or equivalent combination of education and experience.
Proven experience (at least 5 to 7 years) in the development and implementation of various models and programs related to fixed-income products including on valuations, performance and risk engines, and ALM analytics.
CFA/FRM or any other equivalent quantitative certification is a plus.

Source: https://worldbankgroup.csod.com/ats/careersite/JobDetails.aspx?id=25651&site=1

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Financial Officer

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