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This job is for a Murex Market Risk Consultant, where you'll enhance and optimize risk tools, working closely with users to gather requirements. You might like this job because you’ll lead impactful projects and mentor junior team members in a top-tier firm.
Undisclosed
Kuala Lumpur Malaysia, Kuala Lumpur
Job Description
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.
Responsibilities
Lead Market Risk enhancements and optimizations in the Murex platform
Independently engage with end users to gather, clarify, and document business requirements
Own and drive the implementation of Murex Market Risk configurations and optimizations
Optimize existing risk methodologies and calculation formulas to improve performance and accuracy
Conduct impact analysis and validation of Market Risk measures (e.g., VaR, PV01, CR01, PnL vectors)
Troubleshoot, debug, and resolve complex issues related to Market Risk computations
Provide guidance and mentorship to junior team members
Contribute to process automation and continuous improvement of release cycles
Skills
Must have
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
Nice to have
Understanding of regulatory risk requirements (FRTB, Basel framework, etc.)
Other
Languages
English: C2 Proficient
Seniority
Senior
Job Requirements
Company Benefits
Friendly environment
Enjoy coming to a workplace where you’re treated with respect within a multicultural team.
Corporate celebrations
Take part in fun, international social activities organized for your location.
Mobility Hub
Open the door to new career opportunities by transferring to new projects or teams.
Self-learning library
Dive into a wealth of learning that’s at your fingertips with our vast online library of eBooks and resources.
Work-life balance
Support your (me-time) by setting up a flexible working arrangement.
Employee health and well-being
Take advantage of health programs, diversity and inclusion events and sporting activities to keep you fit and well.
Additional Info
Company Activity
Last active - few hours ago
Experience Level
0 - 10 Years of Experience
Company Profile
