Senior Risk Systems Analyst - Derivatives & Treasury

LUXOFT INFORMATION TECHNOLOGY (SINGAPORE) PTE. LTD.

Singapore

On-site

SGD 120,000 - 180,000

Full time

5 days ago

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Job summary

LUXOFT INFORMATION TECHNOLOGY (SINGAPORE) PTE. LTD. invites an experienced business analyst to support the core Treasury IT team for derivatives and risk management.

The role involves pricing, risk valuation, and large-scale testing deployments across Singapore and overseas offices. Based in Singapore, you will gather requirements, model derivatives pricing, and collaborate with vendors and stakeholders to ensure successful project implementation and ongoing delivery within a global bank

Qualifications

6+ years of track record in derivatives valuation and risk evaluation
Experience in financial modelling for pricing and risk valuation
Understanding of pricing models for x-Asset products and market data
Strong technical knowledge and ability to deliver strategic changes
Education in CS/Quant Finance or Finance domain; professional qualifications are beneficial

Responsibilities

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

Skills

Derivatives valuation

Risk evaluation

Monte Carlo

PDE valuation

XVA

PFE

Pricing models

Python

C++

Education

Masters in Computer Science

Masters in Quantitative Finance

Finance CFA/CQF (adv.)

Tools

Python

C++

Job description

LUXOFT INFORMATION TECHNOLOGY (SINGAPORE) PTE. LTD. invites an experienced business analyst to support the core Treasury IT team for derivatives and risk management.

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