9 Interest Rate Jobs

As a Data Scientist in the Global Financial Markets (GFM) data analytics team, your role will involve sourcing, compiling, designing, and analyzing structured and unstructured data to create data models. You will support in identifying business opportunities, process inefficiencies, and overall business trends. Your primary responsibilities will include: - Working with various teams across DBS, including Treasury Trading, Sales, Business Management, and Support functions, to enhance trading execution, portfolio optimization, and provide data-driven insights. - Collaborating with Data Analytics team to assess business needs, define analytical strategy, and prioritize work based on revenue imp...

Required Skill set Understanding and experience in the area of ALM Risk, including Liquidity Risk and Interest Rate Risk, specifically LCR, NSFR, IRRBB, Liquidity, and Repricing Gap, Duration & Yield Analysis, Valuation, Balance Sheet Modeling, behavioral prepayment models. Experience in VaR (Historical, parametric, Monte Carlo), RNiV, IRC, Expected Shortfall, Stressed VaR, Backtesting, etc. Understanding of Trading Risk sensitivities like PV01, PVBP, Duration, Option Greeks such as Delta, Gamma, Vega. Counterparty Credit Risk measures including, PFE, SCVA, BCVA, etc. Understanding of various derivatives and exotic, and Pricing theories Understanding of interest rate curve construction/IR ca...

Epergne Solutions is seeking a Treasury Data Engineer to join the data squad under the Treasury Data & Analytics team. The primary focus of this role is to contribute to the strategic pillars of the Treasury Data & Analytics team, which include: - Developing a common finance data model for GCFO that serves Treasury purposes with centralized control. - Building an optimized finance data architecture with straight-through processing (STP) to enable future initiatives like a self-service portal for business products and analytics. - Establishing a data governance model that encompasses policies, procedures, and business data ownership. - Monitoring and managing data quality through Data Quality...

As an Asian leader in treasury operations, DBS Global Financial Markets (GFM) offers a wide range of capabilities including trading, structuring, and sales across various financial products. With a strong presence in regional markets, we focus on market-making, structuring, innovating, and distributing products to meet the needs of our clients. We are looking for a candidate with data science expertise to support the data analytics capabilities of Global Financial Markets (GFM). The role involves sourcing, compiling, designing, and analyzing structured and unstructured data to create a data model framework. This will help in identifying business opportunities, process inefficiencies, and ove...

The job objective for the Data Analyst GFM role is to support the Treasury & Markets (T&M) data analytics capability. You will be responsible for sourcing, compiling, designing, and analyzing T&M's structured and unstructured data into a data model framework. This will involve facilitating the targeting of potential business opportunities, identifying process inefficiencies, and understanding overall business trends. You will work within the Data Analytics team (across geographies) to partner and represent across T&M teams to assess business needs and identify opportunities to apply data analytics. Your role will also include assisting in defining the analytical strategy, including analytica...

As a key player in the treasury operations market in Asia, DBS Global Financial Markets (GFM) offers a wide range of capabilities including trading, structuring, and sales in various financial products such as foreign exchange, interest rates, money market, credit, equity, commodities, bonds, derivatives, and securities. With a strong presence in regional markets, we actively engage in market activities to innovate, structure, originate, and distribute diverse products. Our extensive network across Asia and our growing franchises focused on the Asian market enable us to expand our product offerings and enhance product penetration. Our team of specialists works collaboratively across our expa...

The job objective for the Data Analyst GFM role is to support the Treasury & Markets (T&M) data analytics capability. You will be responsible for sourcing, compiling, designing, and analyzing T&M's structured and unstructured data into a data model framework. This will enable the identification of potential business opportunities, process inefficiencies, and overall business trends. You will collaborate with the Data Analytics team across geographies to assess business needs and identify opportunities to apply data analytics within T&M teams. In this role, you will assist in defining the analytical strategy, including approaches, data, and technology requirements. Prioritizing the workload b...

Position Purpose Client Clearing Group manages Collateral for all its clients that clear trades through centralized clearing houses. The group generates/sends margin calls to its clients on behalf of clearing houses in which they hold account. The group is responsible for ensuring that BNP is covered in terms of Credit Risk by issuing Intraday Calls as per notification from clearing houses and Prefunding client accounts as per market fluctuation. The group also reconciles Start of day balances with clearing house and accordingly transfers funds to ensure that there is no impact on clients trading activities throughout the day. Apart from call and bond bookings the group also looks after Star...

Accounting Control is a function within Financial Control and as such part of the Business Finance organization. The primary responsibility for a financial controller is to ensure correctness of Balance Sheet and P&L for their business areas (including formal sign-off in SAP). This includes but is not limited to substantiation as well as reconciliation of the Financials, ownership and control over the front-to-end month-end production cycle. Above all it is their core duty to create full transparency around every aspect of the Financials of the bank. In their Accounting Control function they are the SMEs cross business and cross function (up-stream) assisting other control functions resolvin...