Senior Risk Systems Analyst - Derivatives & Treasury IT

LUXOFT INFORMATION TECHNOLOGY (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Luxoft Information Technology (Singapore) PTE. LTD. is seeking an experienced business analyst for the core Treasury IT team to support the bank’s treasury division.

The role focuses on derivatives pricing, risk valuation, and quantitative modelling across Singapore and overseas branches, with interaction among users and stakeholders in multiple regions. You will gather requirements, coordinate with vendors, and drive testing to ensure successful deployment of the Global Markets Programme – Risk

Qualifications

• Candidates must have 6+ years of Derivatives valuation and Risk evaluation experience.
• Strong ability to deliver strategic change solutions and manage traded risk across a multinational setup.
• Deep understanding of pricing models for x-Asset products, market data, and risk sensitivities.

Responsibilities

• Deliver strategic projects or tactical changes for the bank’s treasury division.
• Perform financial modelling incl. derivatives pricing and risk valuation for the Singapore and overseas branches.
• Gather requirements, coordinate with vendors, and drive end‑to‑end testing for deployment.

Skills

Derivatives valuation

Risk evaluation

X-Asset pricing

Monte Carlo pricing

PDE valuation

XVA

PFE

Financial modelling

Banking domain knowledge

Stakeholder management

Requirements gathering

Vendor management

Testing coordination

Software development lifecycle

Python

C++

R

Quantitative pricing

Pricing models

Market data understanding

Risk sensitivities

Education

Master's degree in Computer science/ Quantitative Finance or Finance

CFA / CQF qualification advantageous

Job description

Luxoft Information Technology (Singapore) PTE. LTD. is seeking an experienced business analyst for the core Treasury IT team to support the bank’s treasury division.

The role focuses on derivatives pricing, risk valuation, and quantitative modelling across Singapore and overseas branches, with interaction among users and stakeholders in multiple regions. You will gather requirements, coordinate with vendors, and drive testing to ensure successful deployment of the Global Markets Programme – Risk