Treasury Specialist - Asian Development Bank (ADB)

You will report to Advisor, TD and Head, Quantitative Analysis Unit and will oversee National and Administrative staff.

Your Role

As a Treasury Specialist, you will be responsible for quantitative and analytical support to funding, investments, Asset and Liability Management (ALM), and Financial Policy business teams. The functions would include: (i) sharpening and supporting innovative and structured debt issuance through pre-deal pricing, derivative related valuation, risks and XVA analysis; (ii) investment performance measurement; (iii) ALM and financial projections modelling; and (iv) technological developments using various mathematical models and computer applications.

The Treasury Specialist will also be required to participate in Information Technology (IT) initiatives designed to achieve greater operational efficiency; work within general policies, principles, and goals; and work directly with clients.

You will:

A. Delivery of Quantitative Strategies
• Lead the price quantification of funding transactions by analyzing the terms and conditions of complex derivatives.
• Analyze and evaluate structured product and derivatives related risks, valuation, and pricing, including XVA analysis.
• Analyze the terms and conditions of the Credit Support Annex (CSA) and evaluate the impact on derivatives and relevant swap intermediation charges and mitigating factors.
• Develop mathematical models and computer applications for the funding and investment teams in TD.
• Provide asset performance analytics including strategic asset allocation and benchmark management, i.e., identifying, constructing, testing, and maintaining the benchmarks.
• Validate output from the systems and models.

B. Development, Enhancement, and Maintenance of Financial Projection Models
• Develop, enhance, and maintain financial projection models for ADB’s asset and liability management, ALM risk measurements, income attribution analytics, cost of carry and duration measurement of equity and financial sustainability analysis.
• Provide analytical support for new financial products.
• Work with the ALM Team to prepare and analyze ALM dashboard reports.
• Ensure timely and accurate reporting generation in terms of ALM and financial planning operations.
• Assist in monitoring, measuring, and reporting of funding operations-related liability management.

C. IT Systems Design, Development, and Implementation
• Take a lead role in the design, development, and implementation of new systems and applications, ensuring at all times that TD’s requirements are adequately and satisfactorily met.
• Provide best practice approaches in developing quantitative strategic frameworks for financial projection modelling and derivatives financing and valuation.
• Support the development and integration of interconnected systems and models and reporting tools as well as data planning within treasury, accounting, and risk management departments.
• Fully utilize internal analytical tools for better decision making in coordination with business teams.
• Optimize the sourcing and coverage of market data from external providers such as Bloomberg and Reuters to support the operations including pricing, portfolio valuation, and risk analysis. Ensure the integrity and quality of the reference market data.
• Design and run model validation tests covering data, assumptions, and algorithm. Investigate issues and propose enhancements.
• Develop hands-on knowledge of treasury core applications (such as Finastra Fusion Capital Summit, Numerix, and other similar vendor solutions) at functional and technical levels.
• Keep abreast of financial and technological developments and global trends and contribute to the new or innovative approaches in the use of IT applications to streamline business processes for efficiency and strengthen internal controls.

D. Staff Management
• Provide leadership, mentoring, and support to reporting staff.
• Supervise the performance of reporting staff, and provide clear direction, regular monitoring and feedback on performance.
• Ensure the ongoing learning and development of reporting staff.

Qualifications

You will need:

• Master’s degree or equivalent in computer science, mathematics, banking, finance, business administration or related fields; or University degree combined with specialized experience in similar organization/s may be considered in lieu of Master’s degree
• At least 8 years of relevant professional experience, including international work experience
• Strong quantitative skills and experience covering funding, investments, and ALM
• IT System Modelling Skills in C++, VB, Python, and Oracle is desirable
• Excellent interpersonal and relationship management skills
• Excellent oral and written communication skills in English
• Please refer to the link for ADB Competency Framework for IS3 and 4.

Benefits

ADB offers competitive compensation and a comprehensive benefits package. The salary will be based on ADB’s standards and comparator markets, taking into account your qualifications and experience.

● Paid leave (including parental)
● Medical and health benefits
● Life and other insurance plans
● Staff development
● Retirement plan
● Housing and education allowance (if applicable)
● Expatriate benefits (for international staff)

Additional Information

Multiple positions at various levels may be filled from this opening.

Actual position title and level will be based on your qualifications, experience and job scope that will be assigned to the selected candidates.

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