WHO WE ARE:

As Singapore’s longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.

 Today, we’re on a journey of transformation. Leveraging technology and creativity to become a future-ready learning organisation. But for all that change, our strategic ambition is consistently clear and bold, which is to be Asia’s leading financial services partner for a sustainable future.

 We invite you to build the bank of the future. Innovate the way we deliver financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career.

Your Opportunity Starts Here.

Why Join
As a System Development Analyst specialist at OCBC, you’ll be at the forefront of driving business growth through data-driven insights. You’ll work closely with stakeholders to identify opportunities, develop solutions, and implement changes that make a real impact. If you’re passionate about data and want to make a difference, this role is for you.
 

Role Overview

We are seeking a highly skilled Systems Analyst & RAD Agile Developer to support and accelerate the evolution of Global Markets pricing, risk, and distribution platforms. The role sits at the intersection of Front Office trading, quantitative model development, and high‑performance system integration, with a primary focus on FX Derivatives (FXD) and Equity Derivatives (EQD) exotics.

The successful candidate will work closely with Global Markets Quants, Sales & Trading desks, and multiple technology teams to integrate new pricing models, enhance valuation and risk workflows, support single‑dealer platform onboarding, and drive rapid application development initiatives across GM in house pricing engines, integrating market data and building seamless STP workflows.

This role is critical to improving time‑to‑market for new products, reducing valuation latency and infrastructure bottlenecks, and complementing Murex with faster, fit‑for‑purpose Front Office pricing and live risk solutions.

What you do

Pricing Model Integration & Quant Collaboration

• Partner closely with Global Markets Quantitative teams to integrate newly developed pricing and risk models for FXD and EQD exotics into the existing pricing framework and distribution ecosystem.

• Translate quantitative model specifications into robust, production‑ready pricing workflows, ensuring alignment with Front Office usage and risk requirements.

• Validate model outputs and collaborate with quants on numerical accuracy, performance optimization, and regression testing.

Pricing Workflow & Distribution Ecosystem

• Integrate pricing models into Global Markets distribution channels, including:
  • Sales & Trading desks
  • GWP platform for CFS and BOS channels
• Ensure seamless propagation of pricing distribution outputs across downstream channels
• Support enhancements to market data ingestion, volatility surfaces, calibration workflows, and pricing dependencies.

FXD Single Dealer Platform Onboarding

• Play a key role in onboarding and integrating the FXD Single Dealer Platform into the broader Global Markets ecosystem.
• Implement and enhance:
  • Pricing and quoting workflows
  • Market data and volatility management
  • Trade capture and STP flows into Murex and GM Optimus
• Ensure consistency of pricing, risk, and booking behaviour across electronic and voice trading channels.

Rapid Application Development (RAD) – EQD Pricer

• Drive Rapid Application Development initiatives for Equity Derivatives pricing tools, supporting:
  • Launch of new structured products
  • Fast prototyping of new payoffs and features
  • Iterative enhancements based on trader and structurer feedback
• Own end‑to‑end delivery lifecycle, from requirements analysis to production deployment, under Agile methodologies.

Risk & Valuation Platforms (Internal RMS)

• Collaborate with quants and Front Office stakeholders to design and launch an internal Front Office Risk Management System (RMS).
• Deliver capabilities to:
  • Produce high‑frequency valuations and key risk metrics
  • Complement Murex for live risk and intraday monitoring
  • Address performance, scalability, and latency limitations of existing platforms
• Ensure alignment of valuation logic across RMS and Murex, with clear reconciliation and control frameworks.

Testing, Controls & Production Readiness

• Design and execute comprehensive regression testing for pricing, valuation, and risk workflows across FXD and EQD products.
• Implement and maintain production‑grade FIX messaging, including:
  • New message types for pricing, risk, and execution
  • Enhancements to existing FIX flows
• Support release readiness, incident analysis, and post‑deployment validation.

Infrastructure, Capacity & Performance

• Work closely with Infrastructure and IT teams to:
  • Assess system capacity and performance requirements for pricing and risk workloads
  • Support procurement and onboarding of new hardware (CPU/GPU where applicable)
  • Optimize utilization of existing infrastructure to reduce bottlenecks and cost

Proactively identify performance constraints in pricing engines, risk calculations, and batch workflows
 

Who you are

Technical & Functional Expertise

• Strong experience in Front Office trading systems, preferably within FX Derivatives and/or Equity Derivatives.

• Solid understanding of:

  • Pricing models and valuation workflows for exotic derivatives

  • Market data, volatility surfaces, and calibration processes

• Hands‑on experience with pricing engine integration, STP workflows, and FIX messaging.

• Familiarity with Murex (pricing, trade lifecycle, risk, or integration) is highly desirable.

• Experience working with single‑dealer platforms, electronic trading systems, or pricing distribution platforms is a strong advantage.

Development & Delivery

• Proven ability to operate in Agile / RAD environments, delivering iterative, high‑impact solutions.

• Strong systems analysis skills, with the ability to translate Front Office and Quant requirements into technical solutions.

• Experience with regression testing, production support, and release management in mission‑critical environments.

Stakeholder Management

• Comfortable working with Quants, Traders, Structurers, Sales, Risk, and IT across regions.

• Ability to challenge requirements constructively and propose pragmatic, scalable solutions.

• Strong communication skills, with the ability to explain complex technical concepts to non‑technical stakeholders.

Preferred Qualifications

• Degree in Engineering, Computer Science, Mathematics, Physics, or Quantitative Finance.

• Experience with high‑performance computing, including GPU‑based workloads.

• Exposure to cloud or hybrid compute models for pricing or risk calculations.

 

What we offer:

Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.