Senior Derivatives Valuation & Risk Systems Analyst

Luxoft; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Luxoft in Singapore seeks an experienced risk-management professional with a focus on derivatives valuation and quantitative pricing. The role emphasizes strategic change delivery around traded risk, with strong collaboration across technical and business teams.

The candidate should demonstrate mastery of pricing models, market data, and risk sensitivities, using Python/C++/R. Prior exposure to large-scale, highly available applications is a plus and a commitment to delivery excellence is

Qualifications

• Master's degree in computer science, quantitative finance or Finance domain.
• Related professional/technical qualification (CFA/CQF) advantageous but not mandatory.

Responsibilities

• Deliver strategic change solutions to enable effective risk management for traded risk.
• Identify, monitor and manage project risks, issues and dependencies with sponsors and stakeholders.
• Communicate effectively with both technical and non-technical stakeholders to drive alignment.

Skills

Derivatives valuation

Risk evaluation

X-Asset pricing

Monte Carlo / PDE valuation

Stakeholder communication

Software development lifecycle

Programming: Python / C++ / R

Market data understanding

Education

Master's in computer science/quantitative finance or finance

CFA / CQF advantageous

Tools

Python

C++

R

Job description

Luxoft in Singapore seeks an experienced risk-management professional with a focus on derivatives valuation and quantitative pricing. The role emphasizes strategic change delivery around traded risk, with strong collaboration across technical and business teams.

The candidate should demonstrate mastery of pricing models, market data, and risk sensitivities, using Python/C++/R. Prior exposure to large-scale, highly available applications is a plus and a commitment to delivery excellence is