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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 Lead, Sydney

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

Joining this program you will have the benefit of working with an established client team, fully involved in the project initiation 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 Reports Development
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 Reports
Should possess an understanding of financial markets
Knowledge of financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swaps, Futures, Options, FRA, etc.

Nice to have

MRE Technical Integration exposure.

Languages

  • English: Upper-intermediate

Relocation package

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

WHERE

Sydney

Work Type

Murex

Seniority Level

Senior

Ref number
VR-44906
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