Senior Business FX Analyst (Murex & Options)
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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.
Senior Business FX Analyst (Murex & Options)
Nr ref.: 498/1/2026/AS/266769/praktykipl Warszawa (mazowieckie)What we offer
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Flexible Contract: Full-time employment contract (UoP) or B2B.
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Work-Life Balance: Fully remote work arrangement (from Poland).
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Global Impact: The opportunity to build and evolve high-scale capabilities for a world leader in financial technology.
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Expert Collaboration: Join a high-performing Agile team working on mission-critical valuation and pricing systems.
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Strategic Role: Direct influence on the development of complex financial products and risk management tools.
Your tasks
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Requirements Engineering: Own the end-to-end definition, structuring, and prioritization of requirements for Trading, Quants, and FX Cash/Options teams.
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Lifecycle Management: Document and optimize the full trade lifecycle, including pricing, booking, and complex events (fixings, barrier monitoring, and exercises).
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System Diagnostics: Analyze system logs (MxML Exchange, pricing engines) to classify errors and execute robust recovery procedures.
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Pricing Integration: Align internal valuation architecture with advanced models (Black-Scholes, Local Vol, SABR) and manage smile/skew treatments.
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Quant Collaboration: Partner with Quantitative researchers to integrate pricing engines, volatility surfaces, and correlation matrices.
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Quality Assurance: Lead UAT sessions, specifically focusing on edge cases for exotic structures like knock-ins, digitals, and multi-asset instruments.
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Proactive Improvement: Anticipate system dependencies, surface risks early, and propose architectural enhancements to prevent future incidents.
What we expect
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Murex Technical Proficiency: Strong hands-on experience with Murex Services, MxML Exchange, and Flexible API.
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Deep FX Expertise: Comprehensive knowledge of FX products (Spot, Forward, NDF) and Options (European/American, Barrier, Asian, Quanto, and structured combinations).
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Risk & Greeks Mastery: Solid understanding of Delta, Gamma, Vega, Theta, and intraday hedging, as well as FX-specific risks like gap and correlation risk.
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Technical Toolkit: Proficiency in Scripting (Python or Bash/Unix) for diagnostic utilities and SQL for data consistency validation.
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Analytical Thinking: A structured mindset capable of challenging assumptions and ensuring coherence across complex data models.
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Communication: Minimum B2/Upper-intermediate English for effective collaboration with multicultural and multi-regional teams.
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Education: Bachelor’s degree in Finance, Computer Science, Engineering, or a related quantitative field.
KEY SKILLS
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Murex v3 (MxML / Flexible API)
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FX Options (Vanilla & Exotics)
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Pricing Models (Black-Scholes, SABR, Heston)
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Greeks & Risk Analytics
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Python / SQL / Unix
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Trade Lifecycle & EOD Processes
Employment agency entry number 47
this job offer is intended for people over 18 years of age
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