Murex Market Risk Developer - VaR & Stress Testing

Luxoft; Kuala Lumpur; On-site; MYR 180,000 - 300,000; Full time

Job summary

Luxoft seeks an experienced Software Engineer to join our Malaysia technology centre, focusing on Murex Market Risk development and support. You will develop and enhance risk solutions, configure Murex modules, and support VaR, sensitivities, and stress testing.

You will collaborate with Risk, Treasury, Front Office, and Technology teams to deliver robust risk analytics and reporting. The role requires 3-5 years of Murex Market Risk experience, strong SQL, Java, and Python skills, and a solid

Qualifications

• 3-5 years of experience in Murex Market Risk development and support.
• Strong experience with Murex Market Risk platform.
• Hands-on experience with VaR (Value at Risk).
• Experience with Sensitivities and Stress Testing.
• Experience in MRA/MRE configuration.
• Experience with EWRS.
• Strong SQL development skills.
• Experience working with Oracle and/or SQL Server databases.
• Knowledge of Java and Python.
• Experience in Linux environments.
• Strong analytical and problem-solving skills.
• Experience supporting risk management and risk reporting processes.

Responsibilities

• Develop, enhance, and support Murex Market Risk solutions.
• Configure and maintain Murex Market Risk modules and risk calculations.
• Support VaR, sensitivities, stress testing, and risk reporting processes.
• Configure and maintain MRA/MRE components within Murex.
• Analyze business requirements and translate them into technical solutions.
• Develop and optimize SQL, Java, and Python-based solutions for risk analytics and reporting.
• Support risk data extraction, validation, reconciliation, and reporting processes.
• Perform impact analysis, unit testing, SIT, and production support activities.
• Troubleshoot production issues and perform root cause analysis.
• Collaborate with Risk, Treasury, Front Office, and Technology teams.
• Prepare technical documentation and support release activities.

Skills

Murex Market Risk

VaR

Sensitivities

Stress Testing

MRA/MRE

EWRS

SQL development

Oracle/SQL Server

Java

Python

Linux environments

Analytical

Risk reporting

Job description

Luxoft seeks an experienced Software Engineer to join our Malaysia technology centre, focusing on Murex Market Risk development and support. You will develop and enhance risk solutions, configure Murex modules, and support VaR, sensitivities, and stress testing.

You will collaborate with Risk, Treasury, Front Office, and Technology teams to deliver robust risk analytics and reporting. The role requires 3-5 years of Murex Market Risk experience, strong SQL, Java, and Python skills, and a solid