18 Aug
|
Luxoft India
|
Bengaluru
18 Aug
Luxoft India
Bengaluru
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
.
Mandatory Skills Descriptio
n:- 8+ years of experience in Murex Market Risk modu
le-Must have handson experience i n Murex application Market Risk configuratio
n - Deep expertise in Murex Market Risk Workplace (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- Robust 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 Va R, Stress Testin
g)- Expertise in configuring and validating various Market Risk measures such as Va R, PV01, CR01, and Pn L vecto
rs- Strong analytical skills to explain differences in Va R results between Murex and other risk syste
ms- Solid understanding of Oracle and/or SQL Server RDBMS, with robust SQL skills for data analysis and validati
on
📌 Murex Market Risk Consultant 8+ Years Murex Market Risk Configuration Bengaluru
🏢 Luxoft India
📍 Bengaluru