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Murex Market Risk Consultant

Maharashtra, India (On-site)

Murex Market Risk Consultant

3 Weeks ago • 6 Years +

About the job

9 skills required for this role

Test your skills to join the top 1% applicants for this job

shell

ci-cd

github

unix

sql

git

oops

oracle

derivatives

Job Description

This role involves working on Market Risk enhancements within a large European Bank's Murex program. Responsibilities include discussing requirements with end-users, optimizing existing formulas, contributing to continuous improvement of the release process, and configuring reval and normalized runs. The candidate will interact with business stakeholders, run validations for various Market Risk measures, and possess a detailed understanding of various asset classes (MM, Fixed Income, FX, and IR Derivatives). Functional validations for MR (e.g., IR VaR) and configuring/validating Market Risk measures (PV01, CR01, PnL vectors) are key responsibilities. Strong analytical skills and SQL skills are crucial for data analysis and validation. The project delivers a new platform for Treasury Front Office, TMO, and Risk to manage bank funding.

Must have:

6+ years Murex Market Risk experience
Murex Market Risk Environment (MRE) expertise
Independent Market Risk configuration
Reval & normalized run configuration
Business stakeholder interaction & validation
Deep understanding of various asset classes
Strong SQL skills
Functional validations for MR measures

Good to have:

Unix, GIT experience
CI/CD knowledge
MxML/DM development skills
Unix/Shell scripting, Interfaces

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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

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About The Company

Luxoft

1266 Active Jobs

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.