About the Role: 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. 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. 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: Fundamental requirement: 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: 0–3 years of experience. Strong logical agility and a robust analytical mindset are prioritized. Background in banking operations or market infrastructure is advantageous, though outstanding fresh graduates with exceptional numerical agility, an operational mindset or baseline financial background, and a solid grasp of quantitative or technical fields are highly 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 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. The location : Singapore