Murex ERM Consultant

Project description

DXC Luxoft has one of the world's leading Murex practices. We are a top-tier Murex Alliance Partner and a market leader in implementation, integration, upgrade, and migration. We provide end-to-end project services and have delivered over 200 successful Murex projects across all major asset classes and sectors including investment banking, asset management, corporate treasury, and insurance. Whether you possess a background in finance, technology, or Mathematics, your experience in the capital markets industry would be of high interest to us.

Responsibilities

• Consultants should be comfortable with at least one asset class (example: Commodities, FXO, FI etc) and show experience of implementation or client support. - Part of an embedment team, candidates will be part of Murex application support / build team performing the following responsibilities: - Resolve daily Enterprise Risk Management (ERM) issues on both functional, valuation, and pricing - Liaise with the technical team(s) -- when needed -- to resolve ERM related issues and necessary enhancements - Develop ERM Business requirements per given stream and according to Project needs as they come along - Products (IRD, CRD, EQD, FXD) management and validation - Manage day-to-day assigned project tasks to complete various ERM deliverables - Contribute and assist existing support group(s) in resolving requests or issues with ERM, VaR, P&L, Market Data, and booking issues - Analyze, formulate, propose, develop and/or contribute to overall solutions as per project deliverables - Continuous follow-up of new Market regulations/practices globally - Perform various levels of testing for assigned deliverables as well as participate in formal release cycles (SIT/UAT) - Ability to utilize specialized knowledge on financial derivatives and Murex software to participate in implementation and upgrade projects throughout scoping, design, build and validation phases. - Provide high-quality support in using the Murex platform for pricing and structuring of complex financial products within trading domain (e.g. FX derivatives, interest rates derivatives, Fixed Income etc). - Develop test cases to troubleshoot the system, document defective use cases for fixes by developers. Market Risk, Credit Risk/MLC, xVA - Junior:
• 2-3 years' experience in financial markets and products
• Technical skills in SQL, XML, Unix and Scripting
• Experience with MX.3
• Good communication skills

SKILLS

Must have

• - Strong analytical, pricing, and ERM skills - Strong problem-solving skills and attention to detail - Strong presentation skills - Strong relationship building skills both internally and externally - Strong experience in supporting FO users and resolving their daily issues Must: - 2 years experience on Murex with ERM, VaR, and Risk functionalities/module - 1 years of experience in financial markets/IT business analysis - Must have a strong personality, logical and analytical skills - Be detailed-oriented, a quick learner, and a self-starter - Possess good verbal and written communication skills - Must have strong organization skills

Nice to have

BS or higher degree in Finance, Mathematics or equivalent - Implementations and upgrades - Test management - Trade life cycle management - Market Data management - Knowledge in SQL (Oracle and/or Sybase) and Unix commands is a plus - Good understanding of Market Risk Management (including VaR, stress-tests, back-testing) - Client focus: understands clients' businesses; identifies and understands the needs and objectives of clients, both on an individual and corporate basis; builds strong relationships to aid Luxoft aim of being a trusted partner to the clients. - Communication skills: expresses ideas effectively, both verbally and in writing; adjusts language, terminology and non-verbal communication as appropriate. - Teamwork: works effectively with others; helps to build strong teams and networks. - Personal leadership: realistically identifies own skills, experience, knowledge and other personal attributes; displays confidence and resilience. - Planning and organizing: identifies and meets milestones; understands and articulates deliverables; assesses and mitigates risks; sticks to the scope of work and manages any changes. - Analytical decision-making: identifies and solves problems using insight and experience to make good decisions; gathers relevant information, identifying important issues and drawing conclusions.