Position

Murex ERM Consultant,

London

Location


London

Office Address


Project Description


Reimplementation of an old Murex instance using the latest MX.3
The project is Front to Back with the full scope of ERM and regulatory.

The project will include an end to end redesign of the solution based on the MXpress best practices.

Responsibilities


    The ERM lead will join the project during the Pre-scoping stage to
    - Review and confirm the scope and assumptions
    - Review the effort estimation and the project timeline
    - Review the project phasing

    Then, the ERM lead will be responsible for delivering the end to end delivery of the ERM and regulatory solution, leveraging a team of Murex Risk and Reporting consultants.

    The main activities will include
    - Define user stories and the acceptance criteria
    - Build the solution in Murex
    - Conduct the users demos and validation workshops
    - Write test cases
    - Run the Drops validation and the project testing
    - Analyze and follow-up project cases and defect analysis
    - Provide expertise and support to stream Member juniors
    - Act autonomously on project activities, with limited supervision

Skills


Must have

    - Business knowledge
    * Front Office
    * Market risk
    * Credit risk
    * PFE
    * XVA / CVA
    * Initial Margin
    * Define and configure VaR reports (scope, settings, parallelization...) using the MX.3 MRB engine
    * Reconciliation with MX.3 Simulation engine results

    - Working MX.3 knowledge of one or more of the following asset classes in terms of products, risk factors and models:
     Commodities
    Fx Derivatives
     IR derivatives
     Equity derivatives

Nice to have

    Trade lifecycle

Languages


English: C1 Advanced

Relocation package


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

Work Type


Murex

Ref Number


VR-53143

Explore More

LoGeek Magazine
icon Logeek Luxoft
Learn more
Events
icon Events Luxoft
Learn more
Relocation Program
icon Relocation Luxoft
Learn more
Referral
Platform
icon Referral Luxoft
Learn more
Students
and Grads
icon Students Luxoft
Learn more

More job opportunities in
Murex

Specialization Position / Title Location Send to a friend
Murex Murex Integration Consultant London, GB
Murex Murex Back Office Workflow, Settlements Consultant London, GB
Murex Murex Front Office Business Analyst London, GB