Murex Credit Risk Consultant

2 days ago


Gurgaon, Haryana, India Luxoft Full time ₹ 12,00,000 - ₹ 36,00,000 per year

Project description

This role is for a Credit Risk Consultant working with a leading bank to implement credit risk functionalities using Murex MLC. The consultant will support technical and functional delivery across modules while working closely with internal teams and vendors.

Responsibilities

  • Work as a Credit Risk Consultant on Murex MLC.
  • Configure Risk Settings, Limits, MLC Formulas, Excess Management, and Limits Engine.
  • Write SQL scripts and automate using shell scripting; handle scheduling via Control-M or Autosys.
  • Support testing and deployment activities end-to-end.
  • Liaise with cross-functional teams to implement changes.
  • Provide troubleshooting support and documentation.

SKILLS

Must have

  • 4+ years of experience in a similar role.
  • Strong understanding of credit risk exposures and hands-on delivery experience.
  • Familiarity with PFE, xVA, compliance, and collateral practices.
  • Knowledge of IRS, CCS, FX Forward instruments, and pricing.
  • Regulatory exposure: Basel II/2.5/III, SA-CCR, SIMM, FRTB-xVA.
  • Experience with Murex (MLC), Markit, Calypso, or similar tools.
  • Good problem-solving and communication skills.

Nice to have


• MLC-specific configuration knowledge (LRB, Limits Engine).
• Agile environment exposure.
• Data validation and reconciliation skills.



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