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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:

MRE Business Analyst, Bangalore

Project Description

The company drives all Murex change work at Tier-1 Australia Bank.
Currently, will look to take on all Murex functional, technical and environments management support as well as new features implementation within a single globally distributed team (Sydney / London / Bangalore).

Business trips to Australia might be required with a further possibility of relocation to Australia (performance-based option on clients feedback)

Responsibilities

You will be a Front Office Business Analyst Lead focusing on a varied portfolio of work, including Market Risk and VaR / ES configuration and functional BA work.
Configuration for MRE module in Murex will be expected. You have the opportunity to help shape the teams role and responsibilities and help implement new technologies and processes to expand and deepen test coverage and improve time to release.

Skills

Must

1. Analyses and resolves issues related to system configuration, Risk, pricing, P&L, sensitivities, market data, market operations, EOD, interfaces, etc
2. Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes/solutions
3. Acts as an intermediary between business and vendor
4. 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
5. Ensures documentation and deliverable are consistent with defined standards
6. 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

Nice to have

4 + Years of relevant Murex experience
Good 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.

Languages

  • English: Intermediate

Relocation package

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

WHERE

Bangalore

Work Type

Murex

Seniority Level

Regular

Ref number
VR-45042
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