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Murex Market Risk SME

Murex Market Risk SME

ConfidentialBengaluru / Bangalore
1 day ago
Job description

Our customer is a leading private bank in India that provides front-to-back integrated treasury solution. The bank is embarking upon it's first ever Murex upgrade (v3.1.38 to v3.1.6x) since implementation. Luxoft has been chosen as the System Integration partner for this project and drive the project across all the streams - Front Office, Back Office, Finance, Risk, Integration, Reporting, Test Management, Configuration & Environment management. We are looking for experienced & motivated Murex consultants to join this exciting program and contribute towards the success of this engagement.

Responsibilities

  • You'll work on the Market Risk related changes for the Upgrade
  • Should be able to independently discuss with end user the requirements and follow through till UAT sign-off
  • Should be able to do optimization of the existing formulas wherever possible
  • Contribute to the Continuous Improvements

Skills

  • 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 various 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

  • ExposureMLC strongly desirable
  • Development skills in MxML / DM or other Murex modules
  • Technical skills including Unix, Shell Scripting, and Interfaces would be an additional bonus

    • Skills Required

    MRE, Mm, Validation, Fx, Data Analysis, Sql, Fixed Income

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    Murex • Bengaluru / Bangalore