Description
The treasury derivatives system will effectively manage derivative products such as FX, Interest Rate Derivatives, Credit Derivatives and Corporate Bond Derivatives, which will capture derivative trades transacted by Global Treasury. It is a front-to-back workflow system, which enables straight-through processing and interfaces to accounting and risk management systems. This system is based and customised from the Calypso derivatives solution.
Responsibility
- Responsible to the Project development life cycle, Resource management.
- Business interaction in analysing the dealing mechanism of the products with particular emphasis on deal characteristics, event triggers and underlying components.
- Interacting with operations for business support and configuring the system for different products, designing the products to be enhanced.
- Involvement in the design and development of the workflow for different products in the Front, Middle & Back office business processes
- Coordinating the project testing process.
Experience
Probably around 5 to 6 years working experience.
Business:
Banking Background, specifically in Risk Management and/or Treasury.
The business understanding for such a person would include:
Pricing Models, such as VaR, Monte Carlo, RMVaR
Market Risk Concepts
Credit Risk Concepts
Treasury Products, including FX, MM.
Pricing of derivative products.
IT:
Sybase
SQL
Unix OS
Unix Scripting
C and Visual Basic Programming
Advanced Excel Macros
Project Management.
Given the number of years of experience (5 to 6 years) the individual would be showing the potential to move into managing small projects and be able to demonstrate skills such as:
