Job Description

Business Function

Group Technology enables and empowers the bank with an efficient, nimble and resilient infrastructure through a strategic focus on productivity, quality & control, technology, people capability and innovation. In Group Technology, we manage the majority of the Bank's operational processes and inspire to delight our business partners through our multiple banking delivery channels.

Responsibilities

• Lead the end-to-end business analysis and functional delivery of complex, enterprise-scale Financial Markets initiatives spanning trade capture, pricing and valuation, market and reference data, risk, settlement, accounting and regulatory reporting. Exercise independent judgement to resolve cross-functional design issues, manage interdependencies across multiple platforms and ensure solutions meet business, control, performance and resilience requirements.
• Lead complex requirements and solution-design workshops with senior stakeholders across Front Office, Back Office, Finance, Risk, Operations, Quantitative Analytics and Technology. Reconcile competing priorities, challenge assumptions and drive agreement on business processes, functional design, controls and implementation decisions.
• Analyse and translate complex requirements covering currencies, indices, financial instruments, counterparties and other static or reference data into detailed functional specifications, data rules, controls and integration requirements for Technology teams, while assessing downstream impacts across the Financial Markets trade lifecycle.
• Translate complex financial product requirements, including pricing models, cashflow generation, discounting, projection curves and valuation methodologies, into detailed and testable functional specifications for Technology and Quantitative Analytics teams.
• Perform comprehensive impact assessments for new products, valuation model changes and market convention updates, identifying implications for trade booking, pricing, cashflows, market data, risk measures, settlement, accounting, controls and downstream reporting.
• Support and validate valuation configurations that rely on market data and curves
• Partner with Quant, Risk, and Front Office teams to ensure valuation models receive the correct market data and curve inputs.
• Lead requirements definition and functional design for complex treasury trade-booking workflows, covering the complete trade lifecycle, product eligibility, validations, approvals, amendments, cancellations, market operations, exception handling and integration with downstream processing.
• Define the functional design for trade-booking user interfaces and services that integrate with pricing, credit and market risk, settlement, accounting and other downstream engines, specifying data flows, validations, controls, exception handling and non-functional requirements.
• Own the functional solution across the project lifecycle, maintaining requirements traceability, managing scope and design changes, resolving functional dependencies and supporting informed decisions through build, testing, migration, implementation and post-production stabilisation.
• Lead the investigation and resolution of complex valuation breaks and discrepancies by analysing market data, curve configuration, product setup, model behaviour and system interfaces, coordinating the required remediation across business, Quantitative Analytics and Technology teams.
• Design, configure and validate complex curve frameworks, including curve building blocks, instrument selection, bootstrapping logic, interpolation and extrapolation methods, discounting and projection curves, and multi-curve dependencies, ensuring consistency with product valuation and market conventions.
• Define and govern the testing approach for new and enhanced valuation capabilities, including requirements traceability, UAT scenarios, model-validation coverage, defect triage, regression impacts and business sign-off, ensuring production readiness and controlled implementation.
• Act as the principal functional bridge between Financial Markets business users, quantitative specialists, risk and control functions, operations and technology teams, translating complex business and product needs into implementable solutions and ensuring alignment throughout design, build, testing and production rollout.
• Good team player with strong interpersonal skills.
• Provide timely resolution of complex production and project issues by evaluating business, product, valuation, operational, risk, control and technical considerations, identifying root causes and recommending solutions that balance delivery objectives with platform integrity and risk management.

Requirements

• Master's degree preferred in Quantitative Finance, Financial Engineering, Computer Science, Mathematics or a related discipline, supported by strong practical knowledge of treasury products, valuation and capital-markets technology.
• Relevant experience in treasury or capital-markets technology. Candidates should have demonstrated ownership of complex, enterprise-scale initiatives from discovery and solution design through build, testing, migration, implementation and post-production stabilisation, operating with limited supervision and accountability for cross-platform outcomes.
• Proven front-to-back delivery experience across multiple asset classes, preferably including fixed income, interest-rate derivatives, foreign exchange and credit derivatives, with a strong understanding of trade capture, lifecycle events, pricing and valuation, P&L, market and credit risk, settlement, accounting, collateral and regulatory reporting.
• Demonstrated expertise in translating complex product, valuation and operating-model requirements into clear functional specifications, process flows, data mappings, business rules, controls, interface requirements and acceptance criteria that can be implemented and tested by Technology and Quantitative Analytics teams.
• Strong hands-on experience with at least one leading treasury or capital-markets platform, such as Murex, Calypso, Summit or Wallstreet Suite, together with practical exposure to platform configuration, product setup, workflows, market and reference data, curve frameworks, interfaces, end-of-day processing and production support.
• Experience assessing and designing integrations across trading, risk, operations, finance and reporting platforms, including message-, API- and file-based interfaces. The candidate should be able to analyse trade, cashflow, position, P&L and reference-data flows, identify data-quality and reconciliation issues, and define practical remediation.
• Proven track record leading functional testing and implementation readiness, including end-to-end scenario design, SIT and UAT coordination, valuation and P&L reconciliation, regression analysis, defect prioritisation, data migration or parallel-run validation, business sign-off and controlled production rollout.
• Demonstrated ability to investigate and resolve complex production issues involving booking, static data, market data, curves, pricing, valuation, P&L, risk or downstream processing, using structured root-cause analysis and sound judgement to balance urgency, control, resilience and long-term platform integrity.
• Strong stakeholder leadership and communication experience, with the credibility to facilitate design decisions across Front Office, Quantitative Analytics, Risk, Finance, Operations and Technology; challenge assumptions constructively; manage competing priorities; and present complex issues, options and recommendations clearly to senior stakeholders.
• Strong understanding of fixed income, credit derivatives markets, including pricing conventions and valuation concepts.
• Strong knowledge of interest rate curve construction, multi-curve frameworks, OIS discounting, and forward projection methodologies.
• Strong knowledge and understanding on risk measures for derivatives (FX delta, IR delta, JTD etc)
• Strong knowledge of indexes, day-count conventions, calendars, credit ratings, and counterparty data structures.
• Hands-on experience with static/reference data management in treasury or capital markets systems (e.g., Murex, Calypso, Summit, Wallstreet, or equivalent).
• Hands-on experience configuring market data and interest rate curves in treasury / capital markets systems (e.g., Murex, Calypso, Summit, Wallstreet Suite, or similar).
• Hands on experience of designing the booking workflow for a treasury system which includes booking life cycle, validation and market operations.
• A minimum of 3 years of hands-on experience delivering an end-to-end in-house treasury solution for derivative products, covering static and reference data, market-data and curve configuration, trade booking and validation, pricing, settlement, accounting, credit and market risk, and regulatory or management reporting.
• Proven experience delivering complex Financial Markets solutions using Agile methods such as Scrum or Kanban, including backlog management, dependency coordination, iterative solution validation, stakeholder decision-making and delivery risk management.

Location:

DBS Asia Central

Job:

Technology

Schedule:

Regular

Employee Status:

Full time