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


Liquidity Risk Lead Analyst, Warsaw

Project Description

The Finance Change function in bank is undertaking a multi-year strategic programme delivering scalable high-performance platform with unified data store, integrated risk engines and analytical Business Intelligence tool optimizing the current business model.
The key elements of the programme are from a liquidity forecasting perspective:
• Internal and regulatory liquidity measures (Survival Horizon, Cash Flow Mismatch Report, LCR, NSFR),
• Funds Transfer Pricing (FTP),
• Interest Rate Risk Service availability & reliability
Our team: One Developer position, Warsaw
Opportunities: Initial core team and possibility of good growth.


Job Description
The main objective of this role is to manage end-to-end Functional Design and Product Ownership of in-house built ALM Risk solutions. Successful candidate will be responsible for conceptualization, functional design, prototyping, solution validation, effective embedment and ongoing maintenance. The scope of work includes delivery and management of regulatory and internal risk reporting and forecasting solutions.

The successful candidate will work closely with Treasury Risk Managers, Liquidity Dealers, Technology and Program Managers to promote centralization and automation of standardized analytical solutions. He / She will also drive operational efficiencies, helping the business reduce reliance on time-consuming processes. The successful candidate will provide support across number of critical initiatives in Treasury Strats and Liquidity Risk Forecasting, as well as maintenance of existing models and tools managed by the Business.

Key Responsibilities
• Drive rapid development of state of the art solutions enabling stress testing, scenario modelling and other specific regulatory requirements
• Manage prototypes and tactical models in excel, ensuring these are fit for purpose, considering data flows, calculation methodology, business process flows, user experience, analytics and performance, etc.
• Manage team's book-of-work ensuring effective management of team members' time and priorities
• Oversee consolidation of business requirement documents (BRD) and validate requirement traceability matrix to ensure that the proposed solution is in line with the BRD requirements
• Accountable for the relevant data extracts as inputs to models, considering the balance between accuracy and model's performance
• Oversee scope of User Acceptance Testing (UAT) ensuring its complete and comprehensive
• Manage stakeholder engagement and communication
• Design and implement an effective training and communication framework to ensure effective engagement with stakeholders and embedment of developed tools
• Provide input into the strategic direction of Treasury platforms and project plans



Functional Experience and Knowledge
• 10+ years of work experience and 6+ years of relevant experience in front or middle office Interest Rate Risk Management, Liquidity Management, Liquidity Risk Management or Treasury in banking institution, or similar experience in a consulting / software development firm covering the same business aspects.
• Ability to independently arrive at conceptual solutions
• Deep understanding and practical experience in most of the following:
o Liquidity cashflow mismatch
o LCR and NSFR
o Internal liquidity stress testing
• Understanding of bank systems architecture
• Work experience in end-to-end change management from business requirement definition, solution validation, user testing and production implementation.
• Excellent written and verbal communication in English.

Product Knowledge
• Essential: ALM and Commercial Book products
• Extra: Exposure to trading book products

Technical Knowledge
• Work experience in the design and development of automated reports / processes
• Use Excel VBA to build prototypes and tactical models
• Query Bank systems using SQL

Nice to have

Prior experience with Balance Sheet Management platforms (Moody's Analytics, QRM, Oracle, etc.) or booking platforms (Murex, Kondor, etc.) is an advantage


  • English: Advanced/Fluent

Relocation package

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




Work Type

Business Analysis

Ref number

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