Financial Control Specialist - Rates, Curves and Control (12 months Fixed Term Contract)
ANZ
- Makati City, Metro Manila
- Contract
- Full-time
- Responsible for the validation of the inputs for all markets valuation curves used by the Markets & Treasury Finance teams, with a specific focus on the Credit and complex products asset classes.
- Supporting the management of the End of Day valuation process.
- Ensuring models and control procedures are maintained and effective interaction with other systems amd modelling teams.
- Completing ad-hoc valuation and booking analysis as required. Toolset is Murex, BBG, Reuters and Asset Control.
- Requires a deep understanding of curve construction, market conventions, in-house library analytics (e.g. SKY/MX) and regulation.
- As stream lead/ line manager, will oversee RCC and Valuation Framework activities in Manila.
- Works closely with product partners, markets data information teams and markets risk.
- Training rest of Markets & Treasury Finance teams and updating on market convention changes and their impacts are also a major part of this role as various documentation is updated.
- Trading and Quants - these role relationships are very important when changing rate inputs/curves and surfaces because they affect pricing
Role Type: 12 Months Fixed Term Contract
Shift Schedule: Day shiftWhat will you bring?To be successful in this role, you will ideally bring the following:
- Understands the different platforms and risks associated with instruments and mathematically work out how to bifurcate the different risks, strong eye for detail and ability to spot unusual inputs and to consume and analyse large volumes of data for unusual trend.
- Math/Engineering/Finance technical background is desirable with experience in Credit and complex products.
- Strong PnL attribution and Risk dynamics understanding.
- Strong System Skills (Excel VBA, Access & SQL). Working Knowledge of SKY would be desirable