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.

• 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; manage 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 groups 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; continuously follow up on new market regulations/practices globally; perform various levels of testing for assigned deliverables as well as participate in formal release cycles (SIT/UAT); 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 rate derivatives, Fixed Income, etc.); develop test cases to troubleshoot the system and 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

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
• 2+ years experience on Murex with Market Risk, Credit Risk/MLC, xVA functionalities/module
• 1+ years of experience in financial markets/IT business analysis
• Technical skills in SQL, XML, Unix and scripting
• Experience with MX.3
• Proficient in English
• Good communication skills
• Strong personality, logical and analytical skills
• Detail-oriented, quick learner, and a self-starter
• Strong verbal and written communication skills
• Strong organizational skills

• Bachelor’s degree or higher in Finance, Mathematics or equivalent
• Experience with implementations and upgrades
• Test management
• Trade life cycle management
• Market Data management
• Knowledge in SQL (Oracle and/or Sybase) and Unix commands
• 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's aim of being a trusted partner
• 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: recognizes own skills, experience, knowledge and other 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 changes
• Analytical decision-making: identifies and solves problems using insight and experience to make good decisions; gathers relevant information, identifies important issues and draws conclusions