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Murex Market Risk Consultant

Murex Market Risk Consultant

Luxoft

8 - 13 years

18 - 22 Lacs

mumbai pune chennai

Posted:2 weeks ago| Platform:

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Skills Required

market risk risk management python oracle data analysis var stress testing sql server sql git automation shell linux regulatory risk

Work Mode

Work from Office

Job Type

Full Time

Job Description

Project description

We have been engaged by a large European Bank to provide experienced professionals for their Murex Market Risk program.The program focuses on delivering a robust risk management platform for Treasury Front Office, TMO, and Risk teams to effectively manage the bank's funding and market risk exposures. Team members are expected to bring deep expertise, drive change initiatives, and work closely with business stakeholders to ensure seamless delivery of enhancements and new functionalities.

Responsibilities

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 (e.g., 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

8+ 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 (e.g., 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.)

Location - pune,mumbai,chennai,banagalore

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Murex Market Risk Consultant