- You'll work on the Market Risk related changes for the Upgrade
- Should be able to independently discuss with end user the requirements and follow through till UAT sign-off
- Should be able to do optimization of the existing formulas wherever possible
- Contribute to the Continuous Improvements
- 6+ years' experience in the Murex Market Risk module
- Strong experience in the Murex Market Risk Environment (MRE) module
- Ability to develop and deliver Market Risk configurations independently
- Experience in configuring reval runs, normalized runs
- Ability to interact with business stakeholders and run validations for various Market Risk measures
- Understanding of various asset classes in detail (MM, Fixed Income, FX, and IR Derivatives)
- Experience in functional validations for MR (eg IR VaR).
- Proven track record of configuring and validating various Market Risk measures, such as PV01, CR01, and PnL vectors
- Strong analytical skills to explain differences between Murex and other systems in VaR results
- Solid understanding of Oracle and/or SQL Server RDBMS
- Strong SQL skills for data analysis and validation
- ExposureMLC strongly desirable
- Development skills in MxML / DM or other Murex modules
- Technical skills including Unix, Shell Scripting, and Interfaces would be an additional bonus
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Murex Market Risk SME - Bengaluru / Bangalore - confidential
Description
Our customer is a leading private bank in India that provides front-to-back integrated treasury solution. The bank is embarking upon it's first ever Murex upgrade (v3.1.38 to v3.1.6x) since implementation. Luxoft has been chosen as the System Integration partner for this project and drive the project across all the streams - Front Office, Back Office, Finance, Risk, Integration, Reporting, Test Management, Configuration & Environment management. We are looking for experienced & motivated Murex consultants to join this exciting program and contribute towards the success of this engagement.
Responsibilities
Skills
Nice to have
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Analyst, SME Lending Risk
Only for registered members Bengaluru, Karnataka
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Analyst, SME Lending Risk
Only for registered members Bengaluru
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Analyst, SME Lending Risk
Only for registered members Bengaluru
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Executive Director, SME Lending Risk
Only for registered members Bengaluru, Karnataka
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Analyst, SME Lending Risk
Only for registered members Bengaluru East, Karnataka
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Software Vendor Security and Risk SME
Only for registered members Bengaluru, Karnataka
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Executive Director, SME Lending Risk
Only for registered members Bengaluru
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Executive Director, SME Lending Risk
Only for registered members Bengaluru East, Karnataka
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GenAI expert_Infosys
Only for registered members Bengaluru
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Stress Testing SME
Only for registered members Bengaluru, Chennai
-
Zonal Sales Head-Bangalore/Hyderabad- Construction Finance/SME Insti
Only for registered members Bengaluru, Hyderabad
-
Test Analyst
Full time confidential- Bengaluru / Bangalore
-
Relationship Manager
Only for registered members Bengaluru
-
Business Development Manager
Only for registered members Bengaluru, Indore
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Senior Associate
Only for registered members Bengaluru
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Senior Officer, Business Banking Relationship Manager, Consumer Banking Group
Only for registered members Bengaluru, Karnataka
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Credit Analyst
Only for registered members Bengaluru
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Relationship Manager
Only for registered members Bengaluru, Karnataka
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Relationship Manager- Supply Chan Finance- Bangalore
Only for registered members Bengaluru
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Information Technology Risk Manager
Commonwealth Bank- Bengaluru