Murex Market Risk Consultant(4+ years Murex Market Risk Configuration)

Luxoft India; Bengaluru; Hybrid; INR 1,200,000 - 1,800,000; Full time

Job summary

A leading consulting firm is seeking a professional with over 4 years of experience in Murex Market Risk configuration, located in Bangalore. The role requires strong knowledge of market risk metrics, hands-on experience in Murex configuration, and familiarity with various asset classes. The position entails working from the office three days a week and demands expertise in Murex-related changes and programming tools like SQL and GIT.

Qualifications

• 4+ years of Murex Market Risk configuration experience.
• Knowledge of key market risk metrics (e.g. VaR, FRTB).
• Hands-on experience with Murex debugging and development.

Skills

Murex Market Risk configuration

PL Analysis in Murex

Risk related changes in Murex

Knowledge of market risk metrics

Product knowledge in asset classes

Hands-on experience on MRE, MRA, ERM

Tools

GIT

Artifactory

Jenkins

SQL

Unix

Java

Job description

Experience level: 4+ 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 Description:

• 4+ years of Murex Market Risk configuration experience.
• Knowledge of PL Analysis in Murex at deal and portfolio level.
• Implementing changes in Murex that are risk related, such as rate curve configuration, risk matrices.
• Knowledge of key market risk metrics (e.g. VaR, FRTB) and other market risk methodologies.
• Product knowledge in any of the following asset classes: FX, IRDs, Fixed Income, Bonds, Commodities, Equities.
• Hands‑on experience on MRE, MRA, ERM & market data configuration, debugging and development, scenario generation.

Technical knowledge in the following areas will be preferred

• Knowledge of Murex 3.1, along with the technical configuration and management of platform services.
• Some experience in the following: GIT, Artifactory, Jenkins, scripting (shell & Perl), SQL, Control‑M, Unix, and Java process knowledge.
• Design, development, and maintenance of Murex workflows to manage, import/export events of trades and static data with external systems.