We are DXC Luxoft Financial Services - an award-winning provider of technology solutions, dedicated to the Financial Services sector.
Join our international team and become a member of our open minded, progressive and professional team of financial services consultants. In this role you will be working on projects for biggest investment banks across the globe. You will have a chance to grow your technical and soft skills, and build a thorough expertise in the Capital Markets industry. On top of attractive salary and benefits package, we will invest into your professional training, and allow you to grow your professional career.
The role involves carrying out quantitative analysis, testing and configuration of Finastra packaged software.
- Run product setup, pricing templates and termsheets for structured products
- Test and validate Finastra trade valuations and sensitivities calculations across product types
- Analyze the P&L impact from various config changes. Investigate and explain any discrepancies.
- Design Unit test cases covering all products being traded
- Produce model validation report covering all legal entities which is fit for purpose to be shared with regulators
MUST
- Higher quantitative degree, preferably in Physics, Maths, or Engineering.
- Extensive experience with Numerix platform
- At least 3 years of experience with proven track record in pricing Model Validation. Experience in model development for pricing models is a plus.
- Strong knowledge of pricing models and ability to test carry out testing for derivative products
- Wide product knowledge across a range of asset classes is a must
- Ability to be able to explore and quickly learn a new system used for pricing and risk management
- Ability to work in a team with good communication skills
- Numerix scripting experience
- Experience with Murex/Calypso/Finastra software packages
Luxoft Poland
2500
Luxoft, a DXC Technology Company, is a global digital strategy and software engineering firm with about 18,000 international employees within its 44 offices in 21 countries. It is headquartered in Zug, Switzerland.
In January 2019, Luxoft was acquired by U.S. company DXC Technology. Luxoft partnered with LG Electronics to create a next-generation Autonomous Mobility concept vehicle that integrates consumers' personalized digital lifestyles into a driving experience. Luxoft enabled Switzerland's first Blockchain based e-vote platform with the City of Zug and Hochschule Luzern's Blockchain Lab.
Luxoft, a DXC Technology Company is a world-renowned company. It has been present on the Polish market for over 11 years. We have offices in Krakow, Warsaw, Wroclaw, and Tri-City. We employ almost 2,500 experienced experts carrying out projects for over 40 clients from the financial, automotive, medical, tourist industries, etc. We work for many international clients, including the USA, Great Britain, and Switzerland.
So far, Luxoft Poland has made a name for itself as a company that offers work on innovative projects, we offer various experiences in the field of IT, opportunities for rapid development, an extensive training program, and attractive benefits for employees.
At present, 62% of Luxoft Poland employees come from Poland, and 38% from around 50 countries, including Ukraine, Brazil, India, Turkey, Spain, Portugal, Italy, Romania, USA, etc.
At Luxoft, a DXC Technology Company, as much as 85 percent of employees are experts with the "Senior" experience level, with at least five years of experience. We care about our employees, so every day we try to provide them with the best possible conditions for work and development.
Technology is our passion! We focus on top engineering talent means that you will be working with the best industry professionals from around the world. Because of that, Luxoft is a global family with an epic atmosphere – we love what we do!