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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:

Murex Market Risk Consultant, Singapore

Project Description

Murex Migration Project/version upgrade project
- Our client is running its treasury system on Mx.2.11 instance and currently in midst of upgrading to Mx.3.1 (FEM methodology) project for its all entities.
- current team size of the project -45+
- It’s a large scale, high visibility project of a major migration and an implementation of new murex module i.e Market Risk Engine [MRE]
- Project also involve initially Change request development on Mx 2.11 Market risk module
- Consultant would get to work on both Mx 2.11 & Mx.3 instances for Market risk modules
The client is one of the major APAC region banks having a complex front to back murex setup across asset classes.

Responsibilities

. Market Risk engine implementation
• Market Risk aggregator upgrade
• Participate in build, testing and rollouts
• Onsite role, user interaction, Murex new module trainings
• VaR and Greeks reconciliation
• End to end project lifecycle exposure

Skills

Must

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

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
Experience in MRA is required
Familiarity with MRE is required.

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

Regular

Ref number
VR-44258
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