- Location
- HLT-Hong Leong Tower, Malaysia
- Type
- Full-time
- Seniority
- Manager
- Closing date
- Today
- Source
- Workday
Description
If you are looking to excel and make a difference, take a closer look at us…
Overview
The Manager of Quantitative Analytics – Structured Products is a senior, commercially driven leader responsible for driving product innovation, trade execution, and risk alignment for the structured products desk. Reporting to the Manager - Global Markets (Institutional & GLC Sales) within FI/GLC Sales, this role bridges financial engineering, real-time execution, risk integration, legal drafting, and regulatory compliance across Malaysia and Singapore. Key responsibilities include setting the quantitative roadmap, designing custom payoff models, configuring deal structures in Murex, and co-building pricing models with Quantitative Risk Management. Additionally, the role collaborates with Group Legal on term sheets and liaises with regulators and senior management to ensure strict compliance while driving profitability.
Job Responsibilities
- Product Structuring & Quantitative Modeling: Lead the research, design, and pricing of structured products across Malaysia and Singapore, driving the quantitative roadmap, custom pricing models, and backtesting frameworks.
- Fund Investment Modeling: Develop and maintain quantitative pricing, risk, and asset-allocation models for Global Markets' proprietary fund investments to evaluate performance and factor exposures.
- Full Deal Lifecycle & Trade Execution: Manage real-time trade execution for structured transactions, providing live pricing, sensitivity analysis, and on-the-fly deal adjustments.
- Murex Integration & Deal Capture: Oversee end-to-end setup of structured trades in Murex, including payoff configuration, trade capture, and lifecycle event management.
- Risk Model Validation & Governance: Partner with Risk teams to build, calibrate, and stress-test pricing libraries and risk models to clear internal and regulatory validation.
- Legal Documentation & Termsheets: Collaborate with legal counsel to draft and finalize termsheets, KIDs, and master agreements, ensuring mathematical payoffs translate precisely into binding legal terms.
Managerial Responsibilities
- Desk Leadership & Quantitative Strategy: Define and execute the quantitative roadmap, prioritizing model pipelines and resource allocation to hit sales and trading targets.
- Cross-Functional Team Orchestration: Direct workflows across front office, risk, IT, operations, and legal to ensure seamless deal execution and product launches.
- Talent Development & Technical Mentorship: Mentor and upskill quant analysts on option math, coding best practices (Python/C++), Murex, and front-office execution.
- Workforce & Workflow Optimization: Establish strict coding, testing, and documentation standards to boost operational resilience and eliminate single-person dependency.
Organizational Responsibilities
- Strategic Business Alignment: Align desk commercial activities with bank growth and profitability targets in coordination with Manager - Global Markets (Institutional & GLC Sales).
- Regulatory Liaison & Compliance: Serve as primary quantitative liaison to regulators and auditors, ensuring products, models, and desk practices meet governance standards.
- Senior Management Advisory: Advise executive leadership on market trends, volatility regimes, risk exposures, and relative-value structuring opportunities.
- Reputational & Conduct Risk Oversight: Protect the bank's franchise by ensuring products are transparent, compliant, and thoroughly risk-managed prior to launch.
Education & Certification
- Degree: Bachelor’s or Master’s in Quantitative Finance, Applied Math, Actuarial Science, Computer Science, or Engineering.
- License: PPKM license (optional).
Experience
- Industry Background: 10+ years in treasury or capital markets, managing quantitative strategy and model validation lifecycles.
Special Skills
- Regulatory Knowledge: Strong grasp of capital markets and structured products regulatory frameworks.
- Quantitative Modeling: Expertise in Black-Scholes, Monte Carlo simulations, factor modeling, and stress testing.
- Murex Proficiency: Deep knowledge of Murex payoff configurations, trade lifecycles, and risk modules.
- Programming: Proficiency in Python or C++.
About Hong Leong Bank
We are a leading financial institution in Malaysia backed by a century of entrepreneurial heritage. Providing comprehensive financial services guided by a Digital-at-the-Core ethos has earned us industry recognition and accolades for our innovative approach in making banking simpler and more effortless for our customers. Our digital and physical offerings span across a vast nationwide network in Malaysia, strengthened with an expanding regional presence in Singapore, Hong Kong, Vietnam, Cambodia, and China.
We seek to strike a balance between diversity, inclusion and merit to achieve our mission of infusing diversity in thinking and skillsets into our organisation. Candidates are assessed based on merit and potential, in line with our mission to attract and recruit the best talent available. Expanding on our “Digital at the Core” ethos, we are progressively digitising the employee journey and experience to provide a strong foundation for our people to drive life-long learning, achieve their career aspirations and grow talent from within our organisation.
Realise your full potential at Hong Leong Bank by applying now.
