Murex Market Risk Consultant

LUXOFT MALAYSIA SDN. BHD.; Kuala Lumpur; On-site; MYR 100,000 - 120,000; Full time

Job summary

A global technology solutions company in Kuala Lumpur is looking for a Market Risk Analyst with 8+ years of experience in Murex Market Risk module. The role involves developing and optimizing Market Risk calculations, managing stakeholders, and validating risk measures. Strong analytical skills and a deep understanding of asset classes are essential. Join a leading firm that drives business transformation and enhances customer experiences worldwide.

Qualifications

• 8+ years of experience in Murex Market Risk module.
• Experience in configuring and running risk computations.

Responsibilities

• Develop, configure, and optimize Market Risk calculations independently.
• Run risk measure validations and manage business stakeholders.
• Explain differences in VaR results between systems.

Skills

Market Risk calculations

Risk management

Stakeholder management

Analytical skills

Job description

Responsibilities

• 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
• Understanding of regulatory risk requirements (FRTB, Basel framework, etc.)

Qualifications

• 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

About Luxoft

Luxoft, a DXC Technology Company, is a digital strategy and software engineering firm providing bespoke technology solutions that drive business change for customers the world over. We enable business transformation, enhance customer experiences, and boost operational efficiency through strategizing, consulting, and engineering services.

With deep domain expertise in the finance, telecom, energy, automotive, travel and aviation industries, the company consistently goes beyond its clients\' expectations by bringing together technology, talent, innovation, and the highest quality standards.

Being the next generation IT provider, Luxoft has a huge presence covering 21 countries across the globe. Over the years, we have extended the range of our services and have built core competences within each key verticals. We have enhanced our capabilities by investing in R&D and creating proprietary software platforms for the energy, telecommunications, automotive, and finance markets.

Awards and Industry Recognitions:

“we.CONECT’s CAR HMi Concepts and Systems 2014 Congress Award”.

"Best of Show" Finovate 2014

Ranked #57 in the ‘Top 100’ by FinTech 100 2014

Ranked #18 in the ‘Top 100’ by the International Association of Outsourcing Professionals (IAOP)

Luxoft key facts:

Over 160+ clients

13.000 employees worldwide

42 offices in 21 countries acrross 5 continents

If you are ready to engineer your future, join us in our journey. Follow Luxoft for regular updates and an inside look at our business.

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