Murex Market Risk Consultant – Luxoft Malaysia Sdn. Bhd.
Role Summary
The Murex Market Risk Consultant is responsible for leading Market Risk enhancements and optimizations in the Murex platform. This role involves engaging with end users to gather business requirements and driving the implementation of Market Risk configurations.
Job Description
In this role, you will work in a dynamic environment, collaborating with various stakeholders to improve risk methodologies and calculations. Your day-to-day tasks will include documenting requirements and optimizing the Murex platform for Market Risk.
Key Responsibilities:
- Lead Market Risk enhancements and optimizations in the Murex platform.
- Engage with end users to gather and document business requirements.
- Drive Market Risk configuration implementations.
- Improve risk methodologies and calculations.
- Configure and run risk computations, including reval runs and normalized runs.
- Manage business stakeholder relationships and run risk measure validations.
- Validate various Market Risk measures such as VaR, PV01, CR01, and PnL vectors.
Job Requirements
8+ years of experience in Murex Market Risk module.
Deep expertise in Murex Market Risk Environment (MRE) module.
Proven ability to develop, configure, and optimize Market Risk calculations independently.
Strong business stakeholder management skills.
Understanding of regulatory risk requirements (FRTB, Basel framework, etc.).
English: C2 Proficient.
Quick Info
Company
Luxoft Malaysia Sdn. Bhd.
Location
Kuala Lumpur
Salary
—
Skills Required
6 skills
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Required Skills
Murex Market Risk
Risk Assessment
Stakeholder Management
Market Risk Configuration
Analytical Skills
Regulatory Compliance
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