VP, Treasury Structured Solutions
Location:
Kuala Lumpur, MY, 50100
Category:
Permanent
Facility:
1326
Quantitative Analyst
- To design, develop and implement 3 models for each product as below:
- Pricing Model – Ability to price
- MTM Model – Ability to check counterparty’s prices
- Statistical models – Ability to spot “unusual” valuation movements
- To conduct back-testing and performance analysis for each product launched.
- To generate indicative pricing sheets to assist the sales team in distributing new products.
- Other model related functions:
- System configurations
- Model implementation, write-ups and technical documentations.
Product Specialist
- To strategize, design, develop and implement structured products for GFM, which include development of framework / policies and internal processes.
- In-charge of new product papers write-ups, Term Sheets & Product Highlight Sheets (PHS) and quality of the product papers.
- To lead Product Operational Readiness Team (PORT) meeting. To establish an end-to-end new product processes and obtain its operational readiness signoffs from all stakeholders.