Job Description

Description Our Customer is a Leading bank in Asia that provides a front to back integrated platform for straight through processing and risk management. This is a multi-year initiative where different projects run in concurrence under the program's Description Our Customer is a Leading bank in Asia that provides a front to back integrated platform for straight through processing and risk management. This is a multi-year initiative where different projects run in concurrence under the program's variety milestones. These streams include new product initiatives, new entity roll-outs and regulatory compliances. We will have key roles in projects such as managing the scope, design and delivering requirements from front to back office with Luxoft. Responsibilities . Functional team member focusing on Front office valuation and Risk (Sensitivities / VaR / CVA / IMA) . Ability to function individually on assigned tasks while facing off to functional users as well as with the core functional team. . Logical thought process from understanding requirements, analysis of potential solutions, build the solution (as required) , testing and rollout. . Analysing stakeholder requirements, current state architecture, and gaps to create a future state architecture vision for one or more parts of the enterprise with a focus on reduced complexity, cost efficiencies, reuse, reduced risk and/or improved business capabilities . Guiding and challenge the project on functional architecture, design decision and performance testing . Reviewing non-functional requirement and proposed architecture changes to anticipate evolving non-functional requirements . Communicating the principles, standards, vision and roadmaps to stakeholders and proactively addressing any questions / concerns identified . Acting as a trusted advisor to stakeholders Skills Must have . Relevant experience as a System analyst in Front office valuation and Risk . Understanding Treasury products (Linear and non-linear) and their valuation mechanism on at least 2 asset class . Hands on experience with Front office modules (Trade booking, Pricing and Sensitivities) Or . Hands on experience with VaR / IMA . Strong knowledge of CSA and its effect on valuations . 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 Nice to have NA Languages English: C1 Advanced Seniority Senior