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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 FO / RISK, London

Project Description

Excelian is currently running a FRTB initiative and we need someone to work with the current team to assist in the risk space

Responsibilities

- IMA roles that come along, assuming IMA goes ahead.
- Murex will be a smaller component, although if our consultants have Market Risk/VaR knowledge then they could be considered for more generic BA roles too.
- Credit Risk Management across all financial asset classes
- Market Risk Management (including VaR, stress-tests, back-testing)
- Continuous follow-up of new Market regulations/practices globally
- Perform various levels of testing for assigned deliverables

Skills

Must

- Strong product knowledge in IRD, CRD, FXD, EQD
- Strong understanding of FO and Market Risk functionalities
- Strong understanding on P&L concept overall and its components
- Strong understanding and some experience in Market Data, Curve structure, and Trade Life Cycle
- Prior experience must include utilizing risk management in derivatives finance principles including credit risk, market risk, liquidity risk, collateral management and clearing, or regulatory change such as Basel III;
- Utilizing financial products, pricing models and statistical data analysis through internal evaluations and cycles of tests; and utilizing databases including SQL & Unix.
- Strong analytical and conceptual skills
- Strong problem solving skills and attention to detail
- Strong presentation skills
- Strong relationship building skills both internally and externally


Must:
- 5+ years experience in risk and financial markets role
- Must have strong personality, logical and analytical skills
- Be detailed-oriented, a quick learner and self-starter
- Possess good verbal and written communication skills
- Must have strong organization skills

Nice to have

Nice-to-have:
- BS or higher degree in Finance, Mathematics or equivalent
- Implementations and upgrades: MXpress; FEM migrations experience
- MXplus updates and MX.3 main-branch upgrades
- Test management
- Trade life cycle management
- Simulations
- Curve managements
- Market Data management
- Knowledge in SQL (Oracle and/or Sybase) and Unix commands is a plus
- Client focus: understands clients' businesses; identifies and understands the needs and objectives of clients, both on an individual and corporate basis; builds strong relationships to aid Excelian's aim of being a trusted partner to the clients.
- Communication skills: expresses ideas effectively, both verbally and in writing; adjusts language, terminology and non-verbal communication as appropriate.
- Teamwork: works effectively with others; helps to build strong teams and networks.
- Personal leadership: realistically identifies own skills, experience, knowledge and other personal attributes; displays confidence and resilience.
- Planning and organizing: identifies and meets milestones; understands and articulates deliverables; assesses and mitigates risks; sticks to the scope of work and manages any changes.
- Analytical decision-making: identifies and solves problems using insight and experience to make good decisions; gathers relevant information, identifying important issues and drawing conclusions.

Languages

  • English: Advanced/Fluent

Relocation package

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

WHERE

London

Work Type

Murex

Seniority Level

Senior

Ref number
VR-44709
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