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Murex Market Risk Lead Consultant

LuxoftIN

11 days ago

Job description

Salary : Competitive / Paid in Indian Rupee . INR / Annual Recommended Quick Links

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What You Should Know About This Job

This role is for a Lead Consultant position with a leading European bank engaged in the implementation of risk and regulatory projects using Murex. The consultant will act as a key interface between IT and business teams, focusing on the delivery of market risk solution

Responsibilities :

Serve as a Risk Consultant on Murex-based market risk and regulatory implementation projects.

Deliver and support functionalities across Scenario Definition, MRE, ERM, Datamart processes, and market data configurations.

Develop scripts and tasks using SQL, shell scripting, ANT scripting, and job schedulers like Control-M or Autosys.

Collaborate with cross-functional teams, including infrastructure and third-party system consultants, to deliver integrated solutions.

Participate in all phases of the project lifecycle : design, build, unit testing, UAT, regression testing, and deployment.

Maintain strong stakeholder relationships and manage expectations effectively.

Troubleshoot and resolve system issues in coordination with other teams.

Mandatory Skills :

7+ years of experience in a similar role.

Deep understanding and hands-on implementation experience of Value at Risk (VaR).

Strong knowledge of market risk measures, including expected shortfall, stressed VaR, stress testing, and scenario analysis.

Functional understanding of financial instruments such as IRS, CCS, and FX Forwards.

Familiarity with regulatory frameworks : Basel II, 2.5, III, and FRTB.

Experience implementing market risk systems, preferably Murex, Calypso, or Finastra.

Strong communication skills for effective interaction with business and technical stakeholders.

Problem-solving aptitude with ability to debug and explore solutions independently.

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Risk Lead Consultant • IN