Murex Market Risk Consultant

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Kuala Lumpur, Malaysia

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Relocation friendly

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Murex ERM

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BCM Industry

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10/09/2025

Req. VR-117405

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Project description

DXC-Luxoft has one of the world's leading Murex practices. We are a top-tier Murex Alliance Partner and a market leader in implementation, integration, upgrade, and migration. We provide end-to end project services and have delivered over 200 successful Murex projects across all major asset-classes and sectors, including investment banking, asset management, corporate treasury, and insurance.

Responsibilities
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Lead Market Risk enhancements and optimizations in the Murex platform

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Independently engage with end users to gather, clarify, and document business requirements

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Own and drive the implementation of Murex Market Risk configurations and optimizations

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Optimize existing risk methodologies and calculation formulas to improve performance and accuracy

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Conduct impact analysis and validation of Market Risk measures (e.g., VaR, PV01, CR01, PnL vectors)

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Troubleshoot, debug, and resolve complex issues related to Market Risk computations

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Provide guidance and mentorship to junior team members

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Contribute to process automation and continuous improvement of release cycles

Skills

Must have

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8+ years of experience in Murex Market Risk module

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Good working experience with risk assessments, especially keeping in purview access controls such as access rights/entitlements

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Deep expertise in Murex Market Risk Environment (MRE) module

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Proven ability to develop, configure, and optimize Market Risk calculations independently

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Experience in configuring and running risk computations, including reval runs, normalized runs

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Strong business stakeholder management skills, with experience in running risk measure validations

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Deep understanding of asset classes, including MM, Fixed Income, FX, and IR Derivatives

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Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vectors

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Strong analytical skills to explain differences in VaR results between Murex and other risk systems

Nice to have

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Understanding of regulatory risk requirements (FRTB, Basel framework, etc.)

Other
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Languages

English: C2 Proficient

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Seniority

Senior

Kuala Lumpur, Malaysia

Req. VR-117405

Murex ERM

BCM Industry

10/09/2025

Req. VR-117405

Apply for Murex Market Risk Consultant in Kuala Lumpur

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