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:
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:4+ 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:
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