[MAS] Deputy Director / Assistant Director, Partners (Pricing, Valuation & Reference Data)
MONETARY AUTHORITY OF SINGAPORE
Public / Civil Service
You will be joining the team that manages pricing, valuation and reference data to support MAS’ reserves management within the Finance Department. The team is responsible for ensuring that the investment portfolios of MAS are valued accurately, as well as the availability of high quality reference data in MAS’ investment management system. The team oversees the management of market data such as interest rate curves and prices of financial instruments (e.g. bonds, FX instruments and other derivatives), and evaluate MAS’ reference data needs, and implement and maintain efficient data change management processes to support MAS’ investment functions. You will help to ensure accurate valuation of financial instruments, suitability of existing valuation models and implement the valuation of newly traded financial instruments. The team will also support the implementation of benchmarks used by MAS’ investment functions, such as performance measurement. You will work closely with colleagues from the front office and risk managers, as well as external stakeholders such as data vendors.
- Relevant work experience in pricing and valuing financial instruments, and background in financial engineering is preferred.
- Strong understanding of financial instruments.
- Familiarity with data providers - Bloomberg is preferred.
- Some knowledge of financial benchmarks.
- Some knowledge of reference data and trade capture.
- Strong analytical ability, clear communication skills and good interpersonal skills. Working knowledge of RPA (Blue Prism) and Microsoft Excel VBA macros is an advantage.
- Able to work independently as well as in a team.
- Applicants should be Singapore citizens.
- All applicants will be notified on whether they are shortlisted or not within 4 weeks of the closing date of this job posting
Closing on 02 May 2021orview more job listings from this company