About the Role
As a key contributor to the Treasury and Capital Markets (TCM) business, you will focus on regulatory reporting and structured products, ensuring high-quality project delivery that is measured by financial performance and client satisfaction. You will help expand delivery capabilities in the Asia Pacific region, supporting strategic regulatory transformations and onboarding new clients. Your role will bridge business, quantitative finance, and technology, specifically in the domains of regulatory capital and pricing.
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Responsibilities & Deliverables
Your responsibilities will include, but are not limited to:
Client Engagement & Solution Definition
- Engage with clients in a consultative manner to gather requirements, centered around:
- Market risk regulations (FRTB – Standardized Approach)
- Counterparty credit risk (SA-CCR - Basel standard)
- Structured products design and valuation
- Translate business and regulatory requirements into functional and technical specifications.
Implementation & Configuration
- Configure and/or support the implementation of the Kondor system (possibly Summit) for:
- Regulatory calculations (FRTB sensitivities, capital charges, SA-CCR exposure metrics)
- Design, Pricing, and (Front Office) lifecycle management of structured products
- Recommend and implement best practices aligned with regulatory expectations and industry standards.
- Design and develop payoffs through scripting (using Groovy or similar languages).
Testing, Validation & Troubleshooting
- Validate functionality for:
- Regulatory outputs (e.g., capital numbers, sensitivities, exposure metrics)
- Pricing models and structured product valuations
- Support internal system integration and data flows, ensuring accurate and controlled data pipelines for risk and pricing calculations.
- Troubleshoot issues within the internal architecture, typically deployed using Kubernetes (K8s).
- Support client testing by providing functional guidance, troubleshooting issues to resolution, and collaborating with technical, product, and support teams.
Risk & Project Management
- Identify, assess, and communicate project risks, contributing to mitigation strategies.
- Provide regular updates on scope, progress, risks, and dependencies.
- Ensure adherence to project governance, timelines, and quality standards.
Stakeholder Collaboration
- Act as a bridge between Client business and IT, ensuring alignment across:
- Front office (trading/pricing)
- Risk and regulatory reporting
- Technology and infrastructure teams
- Foster collaboration between the project services team and the product team, covering front office workflows, structured products payoffs, lifecycle events, and pricing adequacy.
- Deliver clear and impactful communication to stakeholders at all levels.
Internal Contribution & Expertise
- Provide subject matter expertise on:
- FRTB and SA-CCR regulations
- Structured products payoffs and pricing methodologies
- Support internal teams (sales, delivery, product, support) in pre-sales, project activities, and knowledge sharing.
- Continuously enhance expertise in regulatory frameworks and pricing models.
Required Experience & Skills
Domain Expertise
- Strong experience in:
- FRTB (Standardized Approach and/or Internal Models Approach)
- SA-CCR exposure calculations
- Solid knowledge of:
- Structured products and derivatives payoffs and pricing
- Capital markets and risk management processes
Technical Skills
- Proficiency in:
- SQL (complex queries, stored procedures)
- Groovy or similar scripting languages
- Familiarity with:
- Kubernetes (K8s) and containerization
- System integration and data architectures in financial systems
Systems Knowledge
- Experience with Kondor is strongly preferred, or equivalent treasury/capital markets platforms (Summit, Murex, Calypso).
Professional Skills
- Strong client-facing and communication skills, with the ability to explain complex regulatory and technical concepts clearly.
- Excellent analytical and problem-solving abilities.
- Effective time management and prioritization in multi-project environments.
Experience
- 10+ years of experience in consulting and implementation within:
- Treasury and Capital Markets systems
- Regulatory projects (FRTB, SA-CCR)
- Pricing and valuation platforms
- Structured products design
Diversity Commitment
At the company, we believe that our strength comes from the diversity of our people. Different perspectives, backgrounds, and experiences fuel our innovation and help us build solutions that truly make a difference in the financial technology landscape. We’re committed to creating a workplace where everyone feels respected, heard, and empowered to grow. We welcome talent from all walks of life and encourage applications from individuals of all genders, races, ages, abilities, identities, and beliefs. Together, we’re shaping a culture where diversity isn’t just celebrated — it’s essential to our success.
