Treasury Risk Systems Lead – Derivatives Pricing & Murex

Luxoft Singapore; Singapore; Sur place; SGD 100 000 - 180 000; Plein temps

Résumé du poste

Luxoft Singapore is seeking an experienced Business Analyst in Singapore to join the core Treasury IT team supporting the bank’s treasury division across commodities, credit derivatives, FXD, IRD, FX, MM and fixed income products. The role covers Singapore, Thailand, Indonesia, Malaysia and China with global branches, focusing on the Global Markets Programme – Risk Project implementation using Murex v3.

The ideal candidate will model financial instruments, interact with users and stakeholders,

Qualifications

• Master’s degree in Computer science/Quantitative Finance or in Finance domain.
• CFA / CQF qualification is advantageous though not mandatory.

Responsabilités

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

Connaissances

Derivatives valuation

Risk evaluation

X-Asset pricing

Python

C++

R

Communication with stakeholders

Project risk management

Software development lifecycle

Formation

Master’s degree in Computer Science/Quantitative Finance or Finance

CFA / CQF advantageous

Outils

Python

C++

Description du poste

Luxoft Singapore is seeking an experienced Business Analyst in Singapore to join the core Treasury IT team supporting the bank’s treasury division across commodities, credit derivatives, FXD, IRD, FX, MM and fixed income products. The role covers Singapore, Thailand, Indonesia, Malaysia and China with global branches, focusing on the Global Markets Programme – Risk Project implementation using Murex v3.

The ideal candidate will model financial instruments, interact with users and stakeholders,