Murex Market Risk SME

6 - 9 years

18 - 23 Lacs

Bengaluru

Posted:2 months ago| Platform: Naukri logo

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Skills Required

ERM Data analysis RDBMS Fixed income Market risk Oracle Murex Unix shell scripting MXML SQL

Work Mode

Work from Office

Job Type

Full Time

Job Description

Youll 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 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 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 Other Languages English: B2 Upper Intermediate Seniority Regular Refer a Friend Positive work environments and stellar reputations attract and retain top talent. Find out why Luxoft stands apart from the rest.

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Luxoft
Luxoft

IT Services and IT Consulting

Zug New York

10001 Employees

640 Jobs

    Key People

  • Dmitry Loschinin

    CEO
  • Vladimir Makarov

    CFO

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