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Unison Group

System Analyst - Pricing & Valuation

Unison Group Singapore, Singapore

Business Consulting and Services · 11-50 employees

4 h ago
system-analyst Senior (5-10 yrs) Full-time Singapore
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About the role

The System Analyst will deliver strategic change solutions for traded risk management and derivatives valuation. They are responsible for identifying, monitoring, and managing project risks while communicating effectively with both technical and non-technical stakeholders.

What they look for

Derivatives Valuation Quantitative Pricing Risk Management Monte-carlo PDE Valuation XVA PFE Python C++ R Market Data Risk Evaluation Sensitivities Software Development Cycle System Thinking Strategic Change

Requirements

Candidates must have 6 or more years of experience in derivatives valuation and risk evaluation within the banking sector. A Master's degree in Computer Science or Quantitative Finance is preferred, along with strong programming skills in Python, C++, or R.

Full description

Responsibilities:

  • 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

Requirements:

Preferred Requirements:

  • 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.

Education:

  • Master’s degree in Computer science/ Quantitative Finance or in Finance domain
  • Related professional/technical qualification (CFA / CQF for e.g.) will be advantageous although not mandatory 

Key Domain/ Technical Skills:

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.
  • Quantitative Pricing and Risk

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