Financial Control Specialist - Rates, Curves and Control (12 months Fixed Term Contract)

ANZ

  • Makati City, Metro Manila
  • Contract
  • Full-time
  • 19 days ago
About the roleAt ANZ our purpose is to shape a world where people and communities thrive. We're making this happen by improving the financial wellbeing and sustainability of our customers so they can achieve incredible things- whether they're buying a home, building a business or saving for things big or small.The Markets and Treasury Financial Control team (MTFC) is responsible for maintaining a robust control environment whilst producing financial reporting and analysis for the Markets and Treasury divisions. MTFC ensures the business is well managed from a financial and regulatory standpoint through the application of disciplined end-to-end trial balance control processes including but not limited to Balance Sheet (BS) & Profit/Loss (P&L) recognition and substantiation, through new trades review, P&L explain/attribution of all market and model inputs, price testing of trader marked inputs, defined valuation adjustments, analytical review and review of regulatory data, performance attribution, and FX/cash exposures management.The Financial Control Specialist - Rates, Curves and Control is a specialist and subject matter expert to senior stakeholders and/or other team members who is expected to support and develop collaborative relationships with the business, ensuring no surprises. He/she will seek ways to continuously improve end-to-end production and assess if further evolution and streamlining of processes are needed. The role requires a good understanding of Markets and a strong control mindset.The role also entails the following responsibilities, but not limited to:
  • 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 Location: 12F Solaris One Building Dela Rosa St. Makati City
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
You're not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we'd love to hear from you.So why join us?ANZ provides banking and financial services and operates across more than 30 markets. We are among the top 4 banks in Australia, the largest banking group in New Zealand and Pacific, and among the top 50 banks in the world. With more than 2,000 people, our team in Manilla play a critical role in executing our strategy and deliver what matters most to our customers and the bank. We continue to grow our professional services capabilities to support our customers around the world. Our expertise and services make us a bank, and our people, purpose, and culture makes us ANZ. We're proud of the inclusive culture we're renowned for where 90% of our people feel they belong.We provide our people with a range of benefits including access to health and wellbeing services. We also have flexible working options so that our people can “make work, work for them”.We welcome applications from everyone and encourage you to talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with a disability, let us know how we can provide you with additional support.To find out more about working at ANZ visit https://www.anz.com/careers/. You can apply for this role by visiting ANZ Careers and searching for reference number 63198.Posting will end on 22 April 2024

ANZ