Murex Market Risk Consultant
- Luxoft
- 10 - 15 years
- Noida, Gurugram
- 9 months ago
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Job Description
- Lead Market Risk enhancements and optimizations in the Murex platform
- Independently engage with end users to gather, clarify, and document business requirements
- Own and drive the implementation of Murex Market Risk configurations and optimizations
- Optimize existing risk methodologies and calculation formulas to improve performance and accuracy
- Conduct impact analysis and validation of Market Risk measures (eg, VaR, PV01, CR01, PnL vectors)
- Drive functional validations for Market Risk metrics and coordinate testing with end users
- Troubleshoot, debug and resolve complex issues related to Market Risk computations
- Work closely with cross-functional teams including Risk, Front Office, and IT to ensure seamless integration of risk measures
- Provide guidance and mentorship to junior team members
- Contribute to process automation and continuous improvement of release cycles
Skills
Must have
- 10+ years of experience in Murex Market Risk module
- Deep expertise in Murex Market Risk Environment (MRE) module
- Proven ability to develop, configure, and optimize Market Risk calculations independently
- Experience in configuring and running risk computations including reval runs, normalized runs
- Strong business stakeholder management skills, with experience in running risk measure validations
- Deep understanding of asset classes including MM, Fixed Income, FX, and IR Derivatives
- Extensive hands-on experience in Market Risk functional validations (eg, Interest Rate VaR, Stress Testing)
- Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vectors
- Strong analytical skills to explain differences in VaR results between Murex and other risk systems
- Solid understanding of Oracle and/or SQL Server RDBMS, with strong SQL skills for data analysis and validation
Nice to have
- Experience with Unix/Linux environments and scripting (Shell, Python, etc)
- Exposure to GIT for version control
- Good knowledge of CI/CD methodologies and tools
- Development skills in MxML, DataMart, or other Murex modules
- Understanding of regulatory risk requirements (FRTB, Basel framework, etc)
Other
Languages
English: B2 Upper Intermediate
Job Classification
Industry: IT Services & ConsultingFunctional Area / Department: Engineering - Software & QARole Category: Quality Assurance and TestingRole: Test AnalystEmployement Type: Full timeContact Details:
Company: LuxoftLocation(s): Noida, Gurugram+ View Contact
Keyskills: Unix Data analysis Linux Production support RDBMS Fixed income Oracle Murex SQL Python
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