System Analyst (Pricing & Valuation)
Unison Group · Singapore, Singapore
Business Consulting and Services · 11-50 employees
4 h ago
Senior (5-10 yrs)
Full-time
Singapore
Log in
to apply, save this posting, or score it against your profile with AI.
About the role
The System Analyst will deliver strategic change solutions to enable effective management of traded risk. They are responsible for implementing large-scale applications and ensuring alignment with stakeholders across the organization.
What they look for
Risk Management
Derivatives Pricing
Monte-carlo
PDE Valuation
XVA
PFE
Banking
Trading Book
Python
C++
R
Software Development Cycle
Quantitative Pricing
Market Data
System Thinking
Stakeholder Management
Requirements
Candidates must have 6+ years of experience in derivatives valuation and risk evaluation with a strong technical background. Proficiency in programming languages like Python, C++, or R and a deep understanding of pricing models are required.
Full description
- Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management
- Good understanding of X-Asset Derivatives Pricing and Risk (eg. Monte-carlo, PDE valuation, XVA and PFE)
- Strong technical knowledge
- Good business domain knowledge of Banking & Trading book
- 6+ years or more track record in Derivatives valuation and Risk evaluation capabilities for a multi-national/regional company
- Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
- Good problem solving, analytical, synthesis, system thinking and solutioning skills
- Ability to identify, monitor and manage project risks, issues and dependencies, and agree appropriate solutions with sponsors and key stakeholders
- Strong influencing skills to achieve alignment up and down the organization
- Experience in implementing large-scale, highly available applications or other large project implementation
- Proven result-oriented person with a focus on delivery
- Good understanding and experience in software development cycle
- Experience working with Derivatives valuation and Quantitative pricing.
- Understanding of Pricing models for x-Asset products and required Market data.
- Understanding of Risk evaluation and Sensitivities
- Programming knowledge (Python / C++ / R) would be an advantage.
- Strong technical & functional background.
