Murex Market Risk BA

Luxoft

  • Bangalore, Karnataka
  • Permanent
  • Full-time
  • 29 days ago
Project descriptionWe'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 BA's, 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 Dev and Testing team.
SKILLSMust have
  • 4+ years of Murex Market Risk configuration experience
  • Business knowledge of some of the following areas is essential
  • Knowledge of PL Analysis in Murex at 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, Equities.
  • Initial diagnosis of problems, for a system or sub-system or apply known solutions, including documenting problems, progress checking, and escalation to ensure resolution 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 haveExperience in the Murex Accounting module.

Luxoft