Project description

This role is for a Credit Risk Consultant working with a leading bank to implement credit risk functionalities using Murex MLC. The consultant will support technical and functional delivery across modules while working closely with internal teams and vendors.

Responsibilities

Work as a Credit Risk Consultant on Murex MLC.

Configure Risk Settings, Limits, MLC Formulas, Excess Management, and Limits Engine.

Write SQL scripts and automate using shell scripting; handle scheduling via Control-M or Autosys.

Support testing and deployment activities end-to-end.

Liaise with cross-functional teams to implement changes.

Provide troubleshooting support and documentation.

Skills

Must have

1+ years of experience in a similar role.

Strong understanding of credit risk exposures and hands-on delivery experience.

Understanding of Market Risk fundamentals,



including CVA and collateral management

CFA or FRM or CA certification is mandatory

Familiarity with PFE, xVA, compliance, and collateral practices.

Knowledge of IRS, CCS, FX Forward instruments, and pricing.

Regulatory exposure: Basel II/2.5/III, SA-CCR, SIMM, FRTB-xVA.

Positive problem-solving and communication skills.

Nice to have

Experience in MxTest / ONYX experience would be a plus

Experience in other Murex modules like Market Risk, Credit Risk, Accounting, etc.

Other

Languages

English: B2 Upper Intermediate

Seniority

Regular

Gurugram, India

Req. VR-125813

Murex ERM

BCM Industry

30/10/2026

Req. VR-125813

📌 Murex MLC Consultant (Gurugram)
🏢 Luxoft
📍 Gurugram