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Murex Market Risk Consultant
Successfully
Req. VR-117405
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.
Lead Market Risk enhancements and optimizations in the Murex platform
Independently engage with end users to gather, clarify, and document business requirements
Own and drive the implementation of Murex Market Risk configurations and optimizations
Optimize existing risk methodologies and calculation formulas to improve performance and accuracy
Conduct impact analysis and validation of Market Risk measures (e.g., VaR, PV01, CR01, PnL vectors)
Troubleshoot, debug, and resolve complex issues related to Market Risk computations
Provide guidance and mentorship to junior team members
Contribute to process automation and continuous improvement of release cycles
Must have
8+ years of experience in Murex Market Risk module
Good working experience with risk assessments, especially keeping in purview access controls such as access rights/entitlements
Deep expertise in Murex Market Risk Environment (MRE) module
Proven ability to develop, configure, and optimize Market Risk calculations independently
Experience in configuring and running risk computations, including reval runs, normalized runs
Strong business stakeholder management skills, with experience in running risk measure validations
Deep understanding of asset classes, including MM, Fixed Income, FX, and IR Derivatives
Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vectors
Strong analytical skills to explain differences in VaR results between Murex and other risk systems
Nice to have
Understanding of regulatory risk requirements (FRTB, Basel framework, etc.)
Languages
English: C2 Proficient
Seniority
Senior
Kuala Lumpur, Malaysia
Req. VR-117405
Murex ERM
BCM Industry
10/09/2025
Req. VR-117405
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