Think.
Create.
Accelerate.
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
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 knowledgeLanguages
- 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
