About the Role:
The triReduce and triBalance Optimization team is a global, cross-functional unit responsible for delivering critical portfolio compression and risk rebalancing services to the world's leading financial institutions.
We are seeking a high-caliber professional to manage the end-to-end execution of these service cycles. This role requires a client-first mindset, combining technical data proficiency with the ability to manage high-touch institutional relationships. As the primary point of contact, you will act as a trusted advisor to our clients, ensuring excellence in service delivery while bridging the gap between Sales, Product Management, and Software Development.
The Team:
We operate in a highly collaborative ecosystem that values professional rigor and meticulous execution. Our Singapore team is a unified group that partners daily with Sales and Product Design teams to ensure our service delivery evolves alongside market trends and client needs.
Responsibilities and Impact:
- Execute High-Value Cycles: Lead the execution of scheduled triReduce compression cycles primarily for Rates products, ensuring trillion-dollar risk reduction events are handled with zero error tolerance.
- Global Continuity: Coordinate seamless regional handovers within a follow-the-sun model, communicating cycle progress and client requirements to global counterparts to maintain 24-hour service.
- Operational Integrity: Perform rigorous system monitoring and data validation to maintain the accuracy and stability of every compression run.
- Client Advocacy: Serve as a technical point of contact to educate institutional clients on complex concepts like tolerance settings and unwind impacts to optimize their results.
- Cross-Functional Partnership: Collaborate daily with Sales to provide technical insights for client onboarding and retention while acting as the front-line feedback loop for Product Design.
- Product Evolution: Drive the long-term development of our platform by identifying operational bottlenecks and leading User Acceptance Testing (UAT) for new features.
What We're Looking For:
Basic Required Qualifications:
- Education: Bachelor's degree required STEM, Economics, or Finance backgrounds are preferred. While we accept all disciplines, candidates must demonstrate strong numerical literacy and a logical approach to problem-solving.
- Experience: 0 - 2 years of experience entry-level candidates with a strong desire to learn the post-trade landscape are encouraged to apply.
- Technical: Proficiency in Google Workspace (Docs, Sheets, Drive) and Microsoft Excel.
- Professional Grit: Ability to manage high-pressure client requests and maintain extreme attention to detail under strict production deadlines.
Additional Preferred Qualifications:
- Market Knowledge: A basic understanding of financial markets and OTC derivatives.
- Data Skills: Familiarity with SQL or basic scripting (e.g., Python) for data queries and analysis.
- Collaboration: A natural inclination for cross-functional teamwork and the ability to thrive in a global follow-the-sun relay.
- Adaptability: A proactive, team-oriented mindset with the ability to handle scheduled overtime during critical compression runs.
