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luxoft india

Murex Market Risk Consultant(8+ years Murex Market Risk Configuration)

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Job Description

Job role: Murex Market Risk Consultant

Experience level: 8+ years Murex Market Risk configuration

Location: Bangalore (work from office 3 days every week)


Note: Murex market risk configuration is mandate for this role

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Mandatory Skills Descriptio

n:- 8+ years of experience in Murex Market Risk modu

le-Must have handson experience in Murex application Market Risk configuratio

n - Deep expertise in Murex Market Risk Environment (MRE) modu

le- Proven ability to develop, configure, and optimize Market Risk calculations independent

ly- Experience in configuring and running risk computations including reval runs, normalized ru

ns- Strong business stakeholder management skills, with experience in running risk measure validatio

ns- Deep understanding of asset classes including MM, Fixed Income, FX, and IR Derivativ

es- Extensive hands-on experience in Market Risk functional validations (e.g., Interest Rate VaR, Stress Testin

g)- Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vecto

rs- Strong analytical skills to explain differences in VaR results between Murex and other risk syste

ms- Solid understanding of Oracle and/or SQL Server RDBMS, with strong SQL skills for data analysis and validati

on

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Job ID: 149063431