Senior Murex Market Risk Consultant: VaR & Stress Testing

Luxoft; Singapore; On-site; SGD 180,000 - 240,000; Full time

Job summary

Luxoft is engaged on a strategic Murex MX.3 upgrade for a leading bank in Singapore. The Senior Market Risk Consultant will drive requirements, design and delivery of market risk modules, including VaR, stress testing and dynamic simulations, while coordinating cross-functional IT and business teams.

You will own risk workstreams, monitor milestones, and ensure compliance with regulatory and internal frameworks, with hands-on configuration of Murex modules and risk data sources.

Qualifications

• 8+ years of Murex Market Risk experience.
• Strong understanding of VaR and stress testing.
• Hands-on experience with MRE, MRA, ERM and market data configuration.
• Proficiency in SQL, shell scripting, Python and Ant Scripts.
• Experience in business analysis and defining functional requirements.
• Excellent written and verbal communication; team oriented.

Responsibilities

• Act as Senior Market Risk Consultant for Murex upgrade programs.
• Lead requirements gathering, design, and delivery of Market Risk modules.
• Own and manage market risk workstreams, milestones, risks and dependencies.
• Collaborate with IT and business teams to deliver risk solutions.
• Configure and support Murex Market Risk modules (VAR Cube, Dynamic Simulation).
• Participate in rebuild, testing, reconciliation and validation of risk views.
• Ensure alignment with regulatory and internal risk frameworks.

Skills

Murex Market Risk

VaR, Stress testing

MRE, MRA, ERM & Market data config

Debugging and development

SQL

Shell scripting

Python

Ant Scripts

Business analysis

Communication & teamwork

Tools

SQL

Shell

Python

Ant Scripts

Job description

Luxoft is engaged on a strategic Murex MX.3 upgrade for a leading bank in Singapore. The Senior Market Risk Consultant will drive requirements, design and delivery of market risk modules, including VaR, stress testing and dynamic simulations, while coordinating cross-functional IT and business teams.

You will own risk workstreams, monitor milestones, and ensure compliance with regulatory and internal frameworks, with hands-on configuration of Murex modules and risk data sources.