Murex Market Risk Consultant - Singapore - Luxoft

Luxoft

Verified Company

Singapore

1 week ago

Posted by:

Wei Jie

beBee Recruiter

Description

Project Description**:

To work on MX.3 FRTB regulatory implementation project as a market risk technofunctional consultant.

Responsibilities:

Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business.
Build a strong relationship and manage expectations with users and stake holders.

Skills:

Must have

3+ Years of experience in Murex Market risk Domain (VaR, Greeks, Sensitivities Stresstesting and attribution of Risk P&L)
Deep understanding of Murex VaR module (historical simulation, back testing, PL VaR
Experience in major upgrade project in Risk domain.
Experience in creating test cases in 2.11 and 3.1 version
Experience in MRA is required
Familiarity with MRE is required.
Good understanding of Murex VaR DataModel
Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations
Fluent in using simulations and viewers

Nice to have

MLC & Collateral knowledge

Languages:

English:
C2 Proficient

Seniority:

Senior

Relocation package:

If needed, we can help you with relocation process.

Vacancy Specialization

Murex

Ref Number

VR-99182