FRONT OFFICE QUANT

Project description DXC Luxoft has one of the world's leading Finastra practices.
We are a top-tier Finastra Alliance Partner and a market leader in implementation, integration, upgrade, and migration.
We provide end-to-end project services and have delivered Finastra projects across all major asset classes and sectors including investment banking, asset management, corporate treasury, and insurance.
nWhether you possess a background in finance, technology, or Mathematics, your experience in the capital markets industry would be of high interest to us.
Responsibilities - Part of an embedment team, candidates will learn Finastra Fusion Invest application while performing the following responsibilities.
n- Develop and refine Business Requirement Documentsn- Contribute to design and development of business processes utilizing Fusion Invest applicationn- Contribute to configuration for new installation of Finastra Fusion Investn- Validate pricing and valuation of financial products being implemented on Finastra Fusion Invest (including sensitivities and VaR)n- Resolve daily FO issues on both functional, valuation, and pricingn- Liaise with the technical team(s) -- when needed -- to resolve FO related issues and necessary enhancements n- Develop FO Business requirements per given stream and according to Project needs as they come alongn- Yield Curve management and validation; curve assignments; new curve creationn- Products (IRD, EQD) management and validationn- Manage day-to-day assigned project tasks to complete various FO deliverablesn- Contribute and assist existing support group(s) in resolving requests or issues with P&L, Market Data, and booking issuesn- Analyze, formulate, propose, develop and/or contribute to overall solutions as per project deliverables n- Continuous follow-up of new Market regulations/practices globally n- Perform various levels of testing for assigned deliverables as well as participate in formal release cycles (SIT/UAT) SKILLS Must have - Quantitative skillsn- Very Strong product knowledge in IRD, EQDn- Equity derivatives knowledge.
Few key instruments.
Portfolio Swaps, Bond Swaps (knowledge will be a huge plus!)n-Product implementation experiencen- Very Strong understanding of the P&L concept overall and its components n- Very Strong understanding and hands-on experience in Market Data, Curve structure, Simulations, and Trade Life Cycle n- Strong analytical, pricing, and conceptual skills n- Strong problem-solving skills and attention to detail n- Strong presentation skills n- Strong relationship building skills both internally and externallyn- Strong experience in supporting FO users and resolving their daily issuesnnMust.
n- 5+ years experience with FO functionalities/modules (Finastra Fusion Invest, will be a huge plus)n- Experience in financial and capital markets n- Must have a strong personality, logical and analytical skillsn- Be detailed-oriented, a quick learner, and a self-startern- Possess good verbal and written communication skillsn- Must have strong organization skills Nice to have - BS or higher degree in Finance, Mathematics or equivalentn- Implementations and upgradesn- Test management n- Trade life cycle managementn- Market Data managementn- Knowledge in SQL (Oracle and/or Sybase) and Unix commands is a plusn- Good understanding of Market Risk Management (including VaR, stress-tests, back-testing)n- Client focus.
understands clients' businesses; identifies and understands the needs and objectives of clients, both on an individual and corporate basis; builds strong relationships to aid Luxoft aim of being a trusted partner to the clients.
n- Communication skills.
expresses ideas effectively, both verbally and in writing; adjusts language, terminology and non-verbal communication as appropriate.
n- Teamwork.
works effectively with others; helps to build strong teams and networks.
n- Personal leadership.
realistically identifies own skills, experience, knowledge and other personal attributes; displays confidence and resilience.
n- Planning and organizing.
identifies and meets milestones; understands and articulates deliverables; assesses and mitigates risks; sticks to the scope of work and manages any changes.
n- Analytical decision-making.
identifies and solves problems using insight and experience to make good decisions; gathers relevant information, identifying important issues and drawing conclusions.
- Part of an embedment team, candidates will learn Finastra Fusion Invest application while performing the following responsibilities.
n- Develop and refine Business Requirement Documentsn- Contribute to design and development of business processes utilizing Fusion Invest applicationn- Contribute to configuration for new installation of Finastra Fusion Investn- Validate pricing and valuation of financial products being implemented on Finastra Fusion Invest (including sensitivities and VaR)n- Resolve daily FO issues on both functional, valuation, and pricingn- Liaise with the technical team(s) -- when needed -- to resolve FO related issues and necessary enhancements n- Develop FO Business requirements per given stream and according to Project needs as they come alongn- Yield Curve management and validation; curve assignments; new curve creationn- Products (IRD, EQD) management and validationn- Manage day-to-day assigned project tasks to complete various FO deliverablesn- Contribute and assist existing support group(s) in resolving requests or issues with P&L, Market Data, and booking issuesn- Analyze, formulate, propose, develop and/or contribute to overall solutions as per project deliverables n- Continuous follow-up of new Market regulations/practices globally n- Perform various levels of testing for assigned deliverables as well as participate in formal release cycles (SIT/UAT) - Quantitative skillsn- Very Strong product knowledge in IRD, EQDn- Equity derivatives knowledge.
Few key instruments.
Portfolio Swaps, Bond Swaps (knowledge will be a huge plus!)n-Product implementation experiencen- Very Strong understanding of the P&L concept overall and its components n- Very Strong understanding and hands-on experience in Market Data, Curve structure, Simulations, and Trade Life Cycle n- Strong analytical, pricing, and conceptual skills n- Strong problem-solving skills and attention to detail n- Strong presentation skills n- Strong relationship building skills both internally and externallyn- Strong experience in supporting FO users and resolving their daily issuesnnMust.
n- 5+ years experience with FO functionalities/modules (Finastra Fusion Invest, will be a huge plus)n- Experience in financial and capital markets n- Must have a strong personality, logical and analytical skillsn- Be detailed-oriented, a quick learner, and a self-startern- Possess good verbal and written communication skillsn- Must have strong organization skills