Senior Risk Systems Analyst: Derivatives Pricing & Risk

LUXOFT INFORMATION TECHNOLOGY (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 90,000 - 120,000; Full time

Job summary

LUXOFT Information Technology (Singapore) Pte. Ltd. is seeking an experienced Business Analyst for the Treasury IT team in Singapore to support the bank's core treasury operations across commodities, derivatives, FX, and fixed income.

The role focuses on derivatives pricing, risk valuation, and financial modelling, working with vendors and end-users to ensure successful project deployment. You will gather requirements, drive testing, and translate complex financial concepts into actionable

Qualifications

• 6+ years of derivatives valuation and risk evaluation experience.
• Strong ability to gather requirements and translate them into technical specs.
• Experience in pricing models for x-Asset products and market data.
• Proven experience delivering large-scale IT projects.
• Excellent communication with stakeholders.
• Murex v3 experience is a plus.

Responsibilities

• Deliver strategic projects for the bank's treasury division.
• Model derivatives pricing and risk valuation.
• Gather requirements, coordinate with vendors, and drive end-user testing for deployment.

Skills

Derivatives valuation

Risk evaluation

Financial modelling

Requirements gathering

Stakeholder communication

Programming (Python/C++/R)

Testing & deployment

Education

Master's degree in Computer Science / Quantitative Finance

CFA / CQF (advantageous)

Job description

LUXOFT Information Technology (Singapore) Pte. Ltd. is seeking an experienced Business Analyst for the Treasury IT team in Singapore to support the bank's core treasury operations across commodities, derivatives, FX, and fixed income.

The role focuses on derivatives pricing, risk valuation, and financial modelling, working with vendors and end-users to ensure successful project deployment. You will gather requirements, drive testing, and translate complex financial concepts into actionable