Senior Risk System Analyst (Derivatives & Pricing)

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

Job summary

Luxoft, a leading IT services provider, is seeking a Senior Business Analyst for a Global Markets Treasury IT program in Singapore. The role focuses on derivatives valuation, risk assessment and pricing across multi-asset products for the bank's treasury division.

The candidate will gather requirements, collaborate with vendors and end-users, and drive testing and deployment of large-scale treasury systems while ensuring risk controls and regulatory compliance.

Qualifications

• 6+ years of track record in derivatives valuation and risk evaluation for a multi-national/regional company
• Self-motivated risk management professional with in delivering strategic change solutions
• Good understanding of X-Asset derivatives pricing and risk (Monte-Carlo, PDE valuation, XVA, PFE)
• Strong technical knowledge and business domain knowledge of Banking & Trading book
• Excellent communication with technical and non-technical stakeholders

Responsibilities

• Deliver strategic or tactical changes for the bank’s treasury division
• Focus on financial modelling including derivatives pricing and risk valuation
• Gather requirements, work with vendors and drive end-user testing for deployment

Skills

Derivatives valuation

Risk evaluation

Financial modelling

Communication with stakeholders

Problem solving

Project risk management

Large-scale implementations

Software development lifecycle

Quantitative pricing

X-Asset pricing knowledge

Stakeholder management

Education

Master's degree in CS/Quant Finance

CFA / CQF advantageous

Tools

Python

C++

R

Job description

Luxoft, a leading IT services provider, is seeking a Senior Business Analyst for a Global Markets Treasury IT program in Singapore. The role focuses on derivatives valuation, risk assessment and pricing across multi-asset products for the bank's treasury division.

The candidate will gather requirements, collaborate with vendors and end-users, and drive testing and deployment of large-scale treasury systems while ensuring risk controls and regulatory compliance.