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Credit Risk Business Analyst - PFE

Credit Risk Business Analyst - PFE

On site

London, United kingdom

Freelance

20-11-2025

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Skills

Python VBA SQL Risk Management Monitoring Test Risk Monitoring power bi Project Management Analytics .NET

Job Specifications

Join Luxoft to support the delivery of the client’s Potential Future Exposure (PFE) adoption, ensuring compliance with PRA/ECB regulatory requirements and alignment with methodologies used across Bank and Securities. This role sits within the Business Analyst team, focusing on risk technology projects.

Key Responsibilities:

Drive delivery of Credit Risk Enhancement initiatives from a technology perspective.
Perform detailed technical analysis and design for infrastructure updates related to Credit Risk.
Document user requirements and validate pricing/simulation models using Markit FRA.
Map trade and market data from trade systems to FraimWRX format.
Collaborate with business teams to define solutions for EOD/intraday credit risk monitoring.
Partner with technology project management and vendors to define schedules and validate updates.
Define testing methodologies and execute tests for new product development.
Ensure smooth handover of new processes to production teams and remediate issues.
Build strong relationships across technology risk, risk analytics, market and credit risk management, and front office teams.

Skills:

Strong quantitative background with experience in counterparty credit risk and PFE models.
Hands-on experience with vendor risk engines (e.g., IHS Markit FRA/FraimWRX, Murex, or similar).
Proficiency in SQL, .NET, Excel VBA; exposure to Python or SAS preferred.
Familiarity with Power BI and Control-M.
Strong business analysis skills and full project lifecycle knowledge.
Experience in defining test plans and guiding UAT phases.
Strong experience within IB in credit risk domains, including PFE solutions for IR, FX, and Loan products.

Nice-to-Have:

Prior experience with FraimWRX and/or Murex.

About the Company

Luxoft, a DXC Technology Company (NYSE: DXC), is a digital strategy and software engineering firm providing bespoke technology solutions that drive business change for customers the world over. Acquired by U.S. company DXC Technology in 2019, Luxoft is a global operation in 44 cities and 21 countries with an international, agile workforce of nearly 18,000 people. It combines a unique blend of engineering excellence and deep industry expertise, helping over 425 global clients innovate in the areas of automotive, financial ser... Know more