Senior Business FX Analyst (Murex & Options)

We are supporting one of our global clients in the technology sector, serving the financial industry, in their search for a highly skilled Senior Business FX Analyst. In this role, you will lead the definition and analysis of business requirements within a consolidated Agile team, driving the evolution of FX and Options capabilities to maintain a competitive edge in the global market.

This position offers a unique blend of technical depth—focusing on valuation architecture, market data integration, and distributed pricing—and profound functional expertise in both linear and non-linear FX instruments.

• Strong hands-on experience with Murex Services, MxML Exchange, and Flexible API.
• Comprehensive knowledge of FX products (Spot, Forward, NDF) and Options (European/American, Barrier, Asian, Quanto, and structured combinations).
• Solid understanding of Delta, Gamma, Vega, Theta, and intraday hedging, as well as FX-specific risks like gap and correlation risk.
• Proficiency in Scripting (Python or Bash/Unix) for diagnostic utilities and SQL for data consistency validation.
• A structured mindset capable of challenging assumptions and ensuring coherence across complex data models.
• Minimum B2/Upper-intermediate English for effective collaboration with multicultural and multi-regional teams.
• Bachelor’s degree in Finance, Computer Science, Engineering, or a related quantitative field.

Requirements Engineering:

• Own the end-to-end definition, structuring, and prioritization of requirements for Trading, Quants, and FX Cash/Options teams.

Lifecycle Management:

• Document and optimize the full trade lifecycle, including pricing, booking, and complex events (fixings, barrier monitoring, and exercises).

System Diagnostics:

• Analyze system logs (MxML Exchange, pricing engines) to classify errors and execute robust recovery procedures.

Pricing Integration:

• Align internal valuation architecture with advanced models (Black-Scholes, Local Vol, SABR) and manage smile/skew treatments.

Quant Collaboration:

• Partner with Quantitative researchers to integrate pricing engines, volatility surfaces, and correlation matrices.

Quality Assurance:

• Lead UAT sessions, specifically focusing on edge cases for exotic structures like knock-ins, digitals, and multi-asset instruments.

Proactive Improvement:

• Anticipate system dependencies, surface risks early, and propose architectural enhancements to prevent future incidents.

Employment agency entry number 47

This job offer is intended for people over 18 years of age.