Bright minds,
sharp solutions

Luxoft is a global IT service provider of innovative technology solutions that delivers measurable business outcomes to multinational companies. Its offerings encompass strategic consulting, custom software development services, and digital solution engineering. Luxoft enables companies to compete by leveraging its multi-industry expertise in the financial services, automotive, communications, and healthcare & life sciences sectors. For more information, please visit the website.

Line of Business:

Financial Services

Position:

BA - Market/Credit Risk - functional BA MRM

Project Description

Bank is looking for an experienced business analyst for the core Treasury IT team to support the bank’s treasury division for the business in Singapore, Thailand, Indonesia, Malaysia, China and its overseas branches across the globe.

Responsibilities

-

Skills

• Must have strong experience in market risk calculations including sensitivities, VAR and stress measures
• Minimum of 5 years as a Business Analyst in Market Risk
• Good understanding of Market Risk business processes
• Exposure to CVA and CVA VAR calculations
• Proven and demonstrable track record delivering projects in financial services – preferable Investment banking and Risk
• Solid experience in gathering and writing requirements and functional specifications
o Murex configuration experience is needed

Mandatory:
Murex experience on the MLC or VaR modules or both

Language

  • English: Intermediate

Relocation package

If needed, we can help you with relocation process. Click here for more details:


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