Murex Market Risk Consultant
About the job
SummaryBy Outscal
- 6+ years Murex Market Risk experience
- Murex Market Risk Environment (MRE) expertise
- Independent Market Risk configuration
- Reval and normalized run configuration
- Business stakeholder interaction & validation
- Detailed understanding of various asset classes
- Functional validations for Market Risk measures (e.g., IR VaR)
- Strong analytical & SQL skills
- Unix, GIT experience
- CI/CD knowledge
- MxML/DM development skills
- Unix/Shell Scripting, Interfaces
Project description
We've been engaged by a large European Bank to provide resources to their Murex program.
The programme is delivering a new platform to Treasury Front Office, TMO and Risk to manage the funding of the Bank. The Programme team members are specialists in multiple skills with the necessary experience to work on change requirements and enhancements, also directly interact with the Business stake holders, to take Business Requirements from inception through to production delivery.
Responsibilities
You'll work on the Market Risk enhancements
Should be able to independently discuss with end user the requirements and get clarification
Should be able to do optimization of the existing formulas wherever possible
Contribute to the Continuous Improvement of the release process
Skills
Must have
6+ years' experience in the Murex Market Risk module
Strong experience in the Murex Market Risk Environment (MRE) module
Ability to develop and deliver Market Risk configurations independently
Experience in configuring reval runs, normalized runs
Ability to interact with business stakeholders and run validations for various Market Risk measures
Understanding of varios asset classes in detail (MM, Fixed Income, FX, and IR Derivatives)
Experience in functional validations for MR (eg IR VaR).
Proven track record of configuring and validating various Market Risk measures, such as PV01, CR01, and PnL vectors
Strong analytical skills to explain differences between Murex and other systems in VaR results
Solid understanding of Oracle and/or SQL Server RDBMS
Strong SQL skills for data analysis and validation
Nice to have
Exposure to Unix, and GIT will be beneficial
Good Knowledge of CI/CD mode of delivery and Continuous Integration/Continuous Deployment (CI/CD) practices and tools
Development skills in MxML / DM or other murex modules
Technical skills including Unix, Shell Scripting, and Interfaces would be an additional bonus
Other
Languages
English: B2 Upper Intermediate
Seniority
Senior
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 services, travel and hospitality, healthcare, life sciences, media and telecommunications.
DXC Technology is a leading Fortune 500 IT services company which helps global companies run their mission critical systems. Together, DXC and Luxoft offer a differentiated customer-value proposition for digital transformation by combining Luxoft’s front-end digital capabilities with DXC’s expertise in IT modernization and integration. Follow our profile for regular updates and insights into technology and business needs.
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