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Luxoft, a DXC Technology Company, (NYSE: DXC), is a digital strategy and software engineering firm providing bespoke technology solutions that drive business change for customers the world over. Luxoft uses technology to enable business transformation, enhance customer experiences, and boost operational efficiency through its strategy, consulting, and engineering services. Luxoft combines a unique blend of engineering excellence and deep industry expertise, specializing in automotive, financial services, travel and hospitality, healthcare, life sciences, media and telecommunications. For more information, please visit www.luxoft.com

Line of Business:

Financial Services

Position:

Functional/Technical Consultant, Singapore

Project Description

Murex SIMM - Initial Margin -
Regulatory Project

Responsibilities

Market Risk - Functional-Technical Mid Level Analyst

Skills

Must

Market Risk SME:
3+ Years of experience in Murex Market risk Domain (VaR, Greeks, Sensitivities Stress-testing and attribution of Risk P&L)
Deep understanding of Murex VaR module (historical simulation, back testing, PL VaR
Experience in major upgrade project in Risk domain.
Experience in creating test cases in 2.11 and 3.1 version
Experience in MRA is required
Familiarity with MRE is required.
Good understanding of Murex VaR DataModel
Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations
Fluent in using simulations and viewers

Nice to have

MLC & Collateral knowledge

Languages

  • English: Intermediate

Relocation package

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

WHERE

Singapore

Work Type

Murex

Seniority Level

Senior

Ref number
VR-41098
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