Elicit requirements using interviews, business process descriptions, use cases and workflow designation. Work with product development, operational and compliance teams to design an end to end solutions ;
understand a complex manual process and provide a simple and friendly user experience through an automated process.
Define, design and implement standard operating procedures.
Monitor computation tasks in production environments including product pricings (e.g. Greeks and Profit & Loss), market risks (e.
g. VaR and Stress Tests) and counterparty credit risk analytics including PFE and xVA, etc. for front and middle office user clients.
Follow standard operating procedures to resolve data quality, model calibration, and process automation issues.
Bachelor's degree in finance, mathematics, economics or related field.
3+ years’ experience in the Financial Services industry consisting of at least 2 years treasury experience in front or middle office environments.
Working knowledge of public and OTC Cash and Derivative products. Exposure to multiple Asset Classes (FI, Commodities, Credit, Equities and FX) is a plus.
Working knowledge of reference data, market data, legal entity data. Familiarity with corporate actions is a plus.
A solid grasp of market and counterparty credit risk fundamentals.
Familiarity with at least one of the following systems (Bloomberg, Calypso, Murex, Misys, RiskMetrics, Calypso, Algorithmics, Sungard) is a plus.
Familiarity with EDM systems (Asset Control, Cadis, GoldenSource, OneTick) is a plus.
Ability to prioritize and perform in complex, fast-paced situations. Excellent troubleshooting and communication skills.
Ability to multi-task and effectively manage multiple deadlines and deliverables
Being able to work and adapt to change in a fast-paced environment
Strong attention to detail and willingness to take ownership of issues
Fluency in English and Mandarin (Speaking, Listening, Reading and Writing)