VP, DealOnline e-FX Quantitative Analyst, Treasury & Markets

  • Competitive
  • Singapour, Singapore
  • CDI, Plein-temps
  • DBS Bank Limited
  • 21 août 17

See job description for details


Business Function

As a leader in treasury operations, DBS extends a broad range of capabilities in foreign exchange and derivatives, money market and securities trading, to corporations and financial institutions. DBS trades in a comprehensive product range, including foreign exchange, as well as interest rates and derivatives.

Treasury & Markets (T&M) provides total solutions to serve DBS clients' hedging and investment needs with a regional emphasis. We have a strong record in providing innovative wealth management solutions to our individual investors. We are a leader in SGD and regional products with an excellent, customer-driven research capability and with cutting-edge risk management technology and systems.

Responsibilities

As a member of our DOL e-FX team, the incumbent will be working closely with our FX quant as well as our business teams to

• Develop algorithm trading strategies (include developing models and algorithms)

• Provide analytics for FX trading desks in areas of pricing the security, valuation, risk and credit analysis, volatility modelling research etc.;

• Develop pricers/analytics tools, and or provide pricing/analytics library support;

• Analyze portfolio risk and develop optimal effective hedging strategies as well as create portfolio metrics overview;

• Develop and coordinate with vendors and users on bug-fixes, programming trade signals and application enhancements;

• Co-ordinating with internal IT support groups on day to day issues including hardware (authentication servers), supporting trading applications and back-testing trading programs;

• Review and participate in DRP and BCP procedures;

• Support and conduct UAT as and when required.

Requirements

  • Computer science or relevant degree with strong mathematical and or statistical background is a must;
  • Minimum 5 - 7 years’ experience preferably in e-FX;
  • Experience in VBA, SQL, Python, Java and Javascript;
  • Proficient in MS Office;
  • Good planning and organising skills;
  • Team player possessing good interpersonal and communication skills.


A pply Now



We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.