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Murex PFE Developer - XVA

Murex PFE Developer - XVA

Luxoft

5 - 10 years

15 - 19 Lacs

Bengaluru

Posted:2 hours ago| Platform:

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Skills Required

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

Has 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.
Skills Must 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.

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Murex PFE Developer - XVA