Analyst / Quant

**Project** Description**:
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.

**Responsibilities**:

- 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

**Skills**:
Must have
- Higher quantitative degree, preferably in Physics, Maths, or Engineering.
- 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

Nice to have
- Experience with Murex/Calypso/Finastra software packages

**Languages**:
English: C1 Advanced

**Seniority**:
Senior

**Relocation package**:
If needed, we can help you with relocation process.

Vacancy Specialization

Other Vendor specific (Quantum, Coremont etc.)

Ref Number

VR-97331