Murex Front Office Ba

7 days ago


Bengaluru, Karnataka, India Luxoft Full time

Project Description**:

We've been engaged by a large Australian company to provide consultants for their Murex FRTB/ Market Risk implementation.


We require an experienced Murex FO or Murex Market Risk BA with strong knowledge of Murex and broad exposure to financial markets.

You will be working in a team of Murex BAs, Developers, and Testers on a variety of tasks.

Responsibilities:

Solution design from scratch.
FRTB/MR-related configurations
Stakeholder management
FO Dev implementations including curves setup, sim views, PL analysis, etc.
End-to-end ownership of tasks in cooperation with the Developer and Testing team.

Skills:

Must have

  • 4+ years of Murex FO Dev or Murex Market Risk configuration experience
  • Business knowledge of some of the following areas is essential
  • Murex Front office Business analysis, including trade pricing
  • Knowledge of PL Analysis in Murex at the deal and portfolio level
  • Implementing changes in Murex that are Risk related, such as Rate curve configuration, Risk Matrices.
  • Knowledge of key Market Risk metrics (e.g. VaR, FRTB) and other market risk methodologies.
  • Product knowledge in any of the following asset classes, FX, IRDs, Fixed Income, Bonds, Commodities, and Equities.
Technical knowledge in the following areas will be preferred

  • Knowledge of Murex 3.1, along with the technical configuration and management of platform services.
  • Some experience in the following: GIT, Artifactory, Jenkins, scripting (shell & Perl), SQL, Control-M, Unix, and Java process knowledge.
  • Design, development, and maintenance of Murex workflows to manage, import/export events of trades and static data with external systems
  • Interface development
Nice to have

Experience in the Murex Accounting module

Languages:

English:
B2 Upper Intermediate

Seniority:

Senior

Relocation package:

If needed, we can help you with relocation process.

Vacancy Specialization

Murex

Ref Number

VR-97065

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