Murex Market Risk Consultant – Luxoft Malaysia Sdn. Bhd.
Luxoft Malaysia Sdn. Bhd.
Financial Services
Role Summary
This role involves leading enhancements and optimizations of Market Risk within the Murex platform. The consultant will work closely with end users to gather business requirements and drive configuration implementations related to Market Risk.
Job Description
DXC-Luxoft leads one of the world's top Murex practices, providing implementation, integration, upgrade, and migration services. The company has completed over 200 projects across asset classes such as investment banking, asset management, corporate treasury, and insurance. This role involves leading Market Risk enhancements and optimizations in the Murex platform, engaging with end users to gather and document business requirements, driving Market Risk configuration implementations, and improving risk methodologies and calculations.
Job Requirements
8+ years of experience in Murex Market Risk module.
Good working experience with risk assessments, especially keeping in purview access controls such as access rights/entitlements.
Deep expertise in Murex Market Risk Environment (MRE) module.
Proven ability to develop, configure, and optimize Market Risk calculations independently.
Experience in configuring and running risk computations, including reval runs, normalized runs.
Strong business stakeholder management skills, with experience in running risk measure validations.
Deep understanding of asset classes, including MM, Fixed Income, FX, and IR Derivatives.
Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vectors.
Strong analytical skills to explain differences in VaR results between Murex and other risk systems.
Understanding of regulatory risk requirements (FRTB, Basel framework, etc.).
English: C2 Proficient.
Seniority level: Senior.
Quick Info
Company
Luxoft Malaysia Sdn. Bhd.
Location
Kuala Lumpur
Salary
Undisclosed
Skills Required
8 skills
Click to submit your application
Required Skills
Murex Market Risk Module Risk Assessments Access Controls Management Market Risk Configuration Risk Calculations Optimization Stakeholder Management Asset Classes Knowledge (MM
Fixed Income
FX
IR Derivatives) Market Risk Measures Validation (Var
PV01
CR01
Pnl Vectors) Regulatory Risk Compliance (FRTB
Basel) Analytical Skills
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