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Markets & Treasury Advisory Professional

Date:  03-Jun-2021
Service Line / Portfolios:  Assurance Services
Location: 

Singapore, SG

Title: Markets & Treasury Advisory Professional

What impact will you make?

At Deloitte, we offer a unique and exceptional career experience to inspire and empower talents like you to make an impact that matters for our clients, people and community. Whatever your aspirations, Deloitte offers you a highly inclusive, collaborative workplace and unrivalled opportunities to realize your full potential. We are always looking for people with the relentless energy to push themselves further, and to find new avenues and unique ways to reach our shared goals.

So what are you waiting for? Join the winning team now.

Work you’ll do

 

An exciting opportunity has arisen in the Deloitte SG Markets & Treasury (MT) advisory team, as a quantitative senior manager. As a contributing member of the MT advisory team within the financial services industry assurance practice, you will be providing business advisory services to a portfolio of diversified financial service clients across a range of topics, including cross-asset Derivatives Valuation, Capital Methodology and Algorithmic Assurance services.

 

Your scope of work will include assisting clients with the following:


 - Providing advice on regulatory compliance matters such as operationalization of new regulatory obligations (e.g. LIBOR Transition)
 - Quantitative analysis for Markets & Treasury products/models as well as Capital Methodology (e.g. FRTB, SIMM)
 - Quantitative review for complex and evolving areas such as Algorithmic Trading and ESG metrics  Providing complex instrument valuation support to audit engagement teams
 - Participating in industry consultations and thought-leadership on regulatory matters
 - Developing technical solutions and/or value adding propositions and taking these to market
 - Overseeing in-house quantitative advisory, training and knowledge management
 - Assisting with day-to-day management of the MT Advisory team and training/developing of a number of junior staff members


Your role as a leader

At Deloitte, we believe in the importance of empowering our people to be leaders at all levels. We expect our people to embrace and live our purpose and shared values, challenging themselves everyday to identify issues that are most important to our clients, our people and the communities, and to make an impact that matters. In addition to living our purpose, Associates / Analysts / Consultants across our Firm are expected to:

 

  • Understand the expectations set and demonstrates personal accountability for keeping own performance on track.
  • Understand how our daily work contributes to the priorities of the team and the business.
  • Demonstrate strong commitment to personal learning and development.
  • Actively focus on developing effective communication and relationship-building skills, with stakeholders, clients and team.
  • Work effectively in diverse teams within a highly inclusive team culture where everyone is supported, respected and recognized for their contribution.


Requirements

 

- A minimum of 8 years prior experience in a prior Banking quantitative role (e.g. FO Quant,Model Validation or Capital Methodology quant)
- Strong academic background, with a minimum of a masters in a quantitative discipline (Mathematics, Physics, Financial Engineering) with a solid grounding in stochastic calculus
- Cross-asset derivatives pricing knowledge including awareness of Regulatory capital and XVA methodologies
- Proficient in either C++ or C# with financial library development experience. Additional coding experience in Python, R and VBA also advantageous.
- Solid analytical, writing and communication skills and ability to work independently
- Team player and demonstrated ability to manage multiple demands and priorities
- High personal standard of ethics, integrity and commitment to fulfilling the objectives of the position


Due to volume of applications, we regret only shortlisted candidates will be notified.

 

Requisition ID:  49662

In Singapore, the services are provided by Deloitte and other related entities in Singapore("Deloitte in Singapore"), which are affiliates of Deloitte Southeast Asia Ltd. Deloitte Southeast Asia Ltd is a member firm of Deloitte Touche Tohmatsu Limited. Deloitte in Singapore, which is within the Deloitte Network, is the entity that is providing this Website.

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