Jobs

Interviews
Tools

Upskill and Grow with AI

Mock Interview Practice interviews in realistic simulations

Coding Practice Improve your coding skills with challenges

Certification Earn certifications to validate your skills

AI Learning Get trained with AI expert sessions

Career Path AI insights for smarter career decisions

AI Job Match Score AI-Powered Job Match Against Your Resume and Optimize Your Resume

Career Tools and Resources

Resume Builder Build Professional Resume with Ease

ATS Friendliness Check Check Resume Friendliness for Applicant Tracking Systems

Auto Apply Apply to hundreds of jobs on any platform effortlessly

Co-Pilot (Chrome Extension) Your AI Assistant for Seamless Browsing Efficiency

Interview Questions Streamline interviews with ready-to-use questions

Salaries Discover market-driven salary insights across skillsets and geographies

Companies Explore leading companies actively hiring talent
For Employers

Home

Jobs

Home
>
Jobs in Bengaluru
>
Luxoft
>
Murex PFE Developer - XVA

Murex PFE Developer - XVA

Luxoft

4 - 9 years

15 - 19 Lacs

Bengaluru

Posted:2 days ago| Platform:

Apply

Skills Required

murex pfe sql unix financial markets risk management credit risk var investment banking market data interest rate derivatives futures swaps capital market derivatives dwdm fra currency derivatives market risk mxml credit derivatives

Work Mode

Work from Office

Job Type

Full Time

Job Description

Project description
We've been engaged by a large Australian financial institution to provide resources against their different BAU change initiatives and ongoing programs. There is large and complex Credit Risk engine implemented in Murex to compute both the PFE and XVA, including real-time XVA analytics. Beyond functional enhancements, a key focus on that asset concerns the recoverability as well as overall performance requiring continual fine tuning. ResponsibilitiesHas strong analytical and problem-solving skills, and excellent communication and interpersonal skills for interacting with business users and the vendor Works closely with Risk & MO users in understanding requirements to build new CR functionality Often works individually in resolving issues, and in coming up with and delivering solutions that meet Risk & MO requirements Analyses and resolves issues related to system configuration, Credit Risk, limits management, interfaces, etc Escalates identified issues/risks in a timely manner to IT and Business managers Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes/solutions Acts as an intermediary between business and vendor Is able to assist in resolving issues around general system configuration, User Groups, Access Rights, Portfolios, etc Provides training to business users and assists the business in adapting to the Murex environment Ensures documentation and deliverables are consistent with defined standardsHas the ability to work under pressure to resolve critical issues and meet project deliverables PFE/XVA configuration expertise Underlying Murex services and batch jobs optimizations Inbound/Outbound flows from Credit Risk engine maintenance Availability of Real-time engine on the FO date of MX. Checking the syncing static data like counterparty, currency, country, and portfolio. SkillsMust have Murex Knowledge and 5+ years of experience around PFE/XVA, Credit Risk calculations in Murex Murex Knowledge and 5+ years of experience around MLC (Implementation or migration projects) Configuration/optimization experience of latest Murex PFE and XVA including Murex services and batch scheduling Deep level knowledge around Unix & SQL Murex Knowledge around MXML workflows, P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations Nice to have Deeper understanding of financial markets from a non-Risk & MO perspective all-round knowledge of the Murex application Domain knowledge : Should possess an understanding of financial markets Basic knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc. OtherLanguagesEnglishC1 Advanced SenioritySenior

More Jobs at Luxoft

Murex XVA Functional BA

Bengaluru, Karnataka

Experience: Not specified

Salary: Not disclosed

Fullstack Developer (React, JavaScript, TypeScript)

Pune, Maharashtra, India

3 - 3 yrs

Salary: Not disclosed

Data Engineer

Pune, Maharashtra, India

5 - 8 yrs

Salary: Not disclosed

Power Bi Developer

Gurugram

7 - 10 yrs

INR 15 - 20 Lacs

Credit Risk Consultant

Gurugram

4 - 8 yrs

INR 7 - 11 Lacs

Mock Interview

Practice Video Interview with JobPe AI

Start Murex Interview Now

Start Your Job Search Today

Browse through a variety of job opportunities tailored to your skills and preferences. Filter by location, experience, salary, and more to find your perfect fit.

Job Application AI Bot

Apply to 20+ Portals in one click

Download Now

Download the Mobile App

Instantly access job listings, apply easily, and track applications.

Enhance Your Skills

Practice coding challenges to boost your skills

Start Practicing Now

Luxoft

IT Services and IT Consulting

Zug New York

10001 Employees

779 Jobs

Key People

Dmitry Loschinin

CEO
Vladimir Makarov

CFO
Scott McLellan

Chief Operating Officer
Natalia Volkova

Chief Human Resources Officer

Login to

Please Verify Your Phone or Email

Confirm Action

Search

Profile

Upskill and Grow with AI

Murex PFE Developer - XVA