Controller - rates & curves controlANZ

Significantly contribute to ANZ's Purpose and Strategy
Build a rewarding career in an innovative and collaborative environment
Join an organisation that supports diversity and equal opportunity employment
About The Role
Role Location: 12F Solaris One Building Dela Rosa St. Makati City
Role Type: Full-time permanent role
Shift Schedule: Day shift
The Controller - Rates & Curves Control will be responsible for the validation of the inputs for all markets valuation curves used by the Markets & Treasury Finance teams, with a specific focus on the Commodities, Rates and FX asset classes. The incumbent will be supporting the management of the End of Day valuation process and ensure models and control procedures are maintained and effective interaction with other systems and modelling teams. The successful candidate will be completing ad-hoc valuation and booking analysis as required. The Toolsets are Murex, BBG, Reuters and Asset Control. The role requires a deep understanding of curve construction, market conventions, in-house library analytics (e.g. SKY/MX/WSS) and regulation.
The role also entails the following responsibilities but not limited to:
Works closely with product partners, markets data information teams and markets risk
Training the rest of Markets & Treasury Finance teams and updating on market convention changes and their impacts are also a major part of this role as various documentation is updated
Trading and Quants - these role relationships are very important when changing rate inputs/curves and surfaces because they affect pricing
About You
To be successful in this role, you will ideally bring the following:
Good understanding of the different platforms and risks associated with instruments and mathematically work out how to mitigate the different risks
Strong eye for detail and ability to spot unusual inputs and to consume and analyse large volumes of data for unusual trend
Math / Engineering / Finance technical background is desirable with experience in Credit and complex products
Strong P&L attribution and Risk dynamics understanding
Strong System Skills (Excel VBA, Access & SQL). Working Knowledge of SKY would be desirable
Good training and presentation skills
About ANZ
At ANZ, everything we do boils down to 'why' - our purpose - to shape a world where people and communities thrive. We're just as focused on seeing our people thrive as well as our customers. We'll give you every opportunity to develop your career.
We are responding faster to changing customer requirements, focusing on the things that matter the most, energising our people, eliminating waste and reducing bureaucracy.
A happy workplace is a thriving one. So in order to attract and keep the best talent, and say thanks for the hard work, we make sure all our employees are rewarded.
ANZ recognises the value of an inclusive and diverse work environment. We take pride in the diversity of our people and encourage applications from diverse candidates. Our recruitment decisions are based on the key inherent needs and requirements of each role, and candidates are selected based on their unique strengths and characteristics.
To find out more about working at ANZ or to view other opportunities visit www.anz.com/careers. You may apply for this role by visiting ANZ Careers and search for reference number Taleo Job Code PHI006574.
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