Quantitative Analyst (Treasury)

  • SGD 120,000
  • Singapore
  • Permanent, Full time
  • Eames Consulting Singapore , EA Licence No: 16S8091
  • 20 Oct 17 2017-10-20

A top tier international bank is looking for a Quantitative Modelling candidate to be part of their Treasury team to design and develop models to forecast positions and key Treasury and Risk metrics.

The role involves developing prototype models in Excel and maintaining methodology and design of existing models. The ideal candidate will have a good knowledge of banking systems and require good understanding of Interest Rate Risk, LCR, NSFR and FTP.


Main Responsibilities:

  • Develop prototype and tactical models in excel.
  • Maintain the methodology and design of existing models.
  • Support end users running the models.
  • Support, as the model SME, the migration of models to strategic platforms.
  • Communication with desks to understand user needs, resolve issues and sell the products developed.
  • Communication with the policy owners and producers of regulatory and internal risk metrics to understand their processes and to push the business perspective.   


Skills / Experience Required:

  • Degree in Banking, Finance, Economics or numerate discipline.
  • Three years experience in Interest Rate Risk Management, Liquidity Management, or Treasury.
  • Use Excel VBA to build prototypes and tactical models.
  • Query Bank systems using SQL.


EA Licence: 16S8091

EA Registration Number: R1330973