Bright minds,
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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:

DataMart Consultant, Bangalore

Project Description

We've been engaged by a large Australian financial institution to provide resources to their Murex Testing team working on a wide range of projects from regulatory engagements, to binary upgrades to providing testing services for *VA regression through to progression testing following a binary upgrade implementation
Our client has made a strategic decision to implement Murex market risk module for VaR and FRTB (ES/IMA) calculations. This project will require business analysts to assist in the build and configuration of a new market risk module

Excelian have been engaged on this multi-year risk module implementation and will be supplying developer, risk BA and testing resources to help our client with their aim of replacing their legacy market risk system for Murex 3.1 ERM module.

Joining this program you will have the benefit of working with an established client team, fully involved in the project initiation (POC of the market risk vendor platform) through to project implementation, not only for the Murex asset but also upstream systems , such as the managed market data service provider.

Responsibilities

1. Has strong analytical and problem solving skills, and excellent communication and interpersonal skills for interacting with business users and the vendor
2. Works closely with Risk & MO users in understanding requirements to build new market risk valuation functionality
3. Often works individually in coming up with and delivering solutions that meet Risk & MO requirements
4. Analyses and resolves issues related to system configuration, Risk, pricing, P&L, sensitivities, market data, market operations, EOD, interfaces, etc
5. Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes / solutions
6. Acts as an intermediary between business and vendor
7. Works on small BAU projects to deliver extended functionality and enhancements to the Risk & MO users, and is familiar with the systems development life cycle
8. Ensures documentation and deliverable are consistent with defined standards
9. Has the ability to work under pressure to resolve critical issues and meet project deliverables
VaR:
- Assist in VaR report creation, deal analysis or scenarios upload
- Analyze the VaR of a portfolio to instrument or deal level
- Emulate the shifts in a scenario on a portfolio or deal
- Configure any additional reports and views
- Support the market risk team for queries/ issues.
- Support statistical analysis reports
- Analyze and support the Backtesting results ( if murex backtesting is used)
- If VaR data is interfaced into any other external system, any discrepancies in the data files are also supported
- Has a good knowledge of Murex Datamart

Skills

Must

4 + Years of relevant Murex experience
Strong domain understanding of Market Risk, VaR/MRE
Murex Knowledge around - VaR, Simulation Viewer, Risk Matrices ( Implementation or migration projects), Murex Datamart and EOD, Static Data, GOM, Market Data, Market Operations
Working level knowledge around Unix & Syabse
Murex Knowledge around - P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations
Domain knowledge :
Strong domain understanding of Market Risk, VaR
Should possess an understanding of financial markets
Knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives,Currency Derivatives,Swaps, Futures, Options, FRA, etc.

Nice to have

MRE implementation knowledge from integration perspective

Languages

  • English: Intermediate

Relocation package

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


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