Bright minds,
sharp solutions

Luxoft is a global IT service provider of innovative technology solutions that delivers measurable business outcomes to multinational companies. Its offerings encompass strategic consulting, custom software development services, and digital solution engineering. Luxoft enables companies to compete by leveraging its multi-industry expertise in the financial services, automotive, communications, and healthcare & life sciences sectors. For more information, please visit the website.

Line of Business:

Financial Services

Position:

MUREX VAR Expert

Project Description

We require an experienced VaR Consultant to work across our client base. The role will suit a techno/ functional resource with extensive knowledge of the Murex Market risk module. You will work with business users to understand requirements and create functional and technical specifications by working with the business to understand process while advising on Murex best practice.

Responsibilities

You will provide Murex Market Risk SME with extensive experience of MX.3 VaR module, MRE, MRA and DataMart modules. Should have experience in scenario validation, Historical Var reports, Stress Var reporting areas.

The role will require a strong financial markets background across a range of asset classes (IRD, Fixed Income, Commodities,FX) and exposure to CVA . The position will work closely with the existing Luxoft delivery team and face off to the business & client technology functions.

Skills

Must

• 4+ years' experience of Murex 3.1
• Requirements Gathering & Documentation
• Murex Var Module experience, MRA, Datamart and Unix
• Good knowledge of Historical Reports and Stress reports
• Good knowledge of functional aspect of risk management

Nice to have

Murex FRTB experience, Market risk implementation

Languages

  • English: Intermediate

Relocation package

If needed, we can help you with relocation process. Click here for more details:

Hot

WHERE
Bangalore
Work Type
Murex
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