Senior Murex Market Risk Engineer

LUXOFT INFORMATION TECHNOLOGY (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Luxoft Information Technology (Singapore) Pte. Ltd. is seeking an experienced Murex Market Risk professional to lead design and development for a leading Asian bank. The role focuses on VaR, sensitivities, stress testing, and back testing within Murex RM, with strong SQL/Oracle and Unix scripting skills.

The candidate will collaborate with project managers, business analysts, and users, and will work with external vendors to deliver robust market risk solutions in a fast-paced environment.

Qualifications

• Bachelor’s degree in computer science, Information Systems, or a related discipline.
• Minimum 7 years of overall IT experience, with at least 5 years in Murex Market Risk Management.
• Proven track record in implementing and supporting market risk functionalities in Murex.
• Strong proficiency in SQL/Oracle (including stored procedures).
• Expertise in Unix Shell scripting.
• In-depth knowledge of Murex Market Risk Management concepts and configurations.
• Experience in Murex simulation views, formulae, and datamart development.
• Hands‑on experience with Market Risk module functionalities such as VaR, Sensitivities, Stress Testing, Back Testing.
• Development of Market Risk MRE and MRA objects in Murex, including Revaluation, Raw and logical sources, Aggregation views, Node formula configuration.
• Strong understanding of Market Risk configuration (e.g., static data, physical feeders).
• Proficiency in MRA scripting and automation, including ant‑script development for aggregation automation, tagging, and housekeeping.

Responsibilities

• Analyse user requirements and design/development of business users requirements and bug-fix.
• Work will also include development using UNIX shell scripts, SQL and other languages to automate the interfaces between Murex and other application systems.
• The candidate is expected to work closely, and communicate effectively and independently with project managers, business analysts and business users, as well as external vendors

Skills

SQL/Oracle

Unix Shell scripting

Murex Market Risk Management

Murex Datamart

Murex MRE/MRA objects

VaR

Stress Testing

Back Testing

Murex configuration

Automation scripting (ant-script)

Education

Bachelor’s degree in computer science or Information Systems

Tools

Control-M

Job description

Luxoft Information Technology (Singapore) Pte. Ltd. is seeking an experienced Murex Market Risk professional to lead design and development for a leading Asian bank. The role focuses on VaR, sensitivities, stress testing, and back testing within Murex RM, with strong SQL/Oracle and Unix scripting skills.

The candidate will collaborate with project managers, business analysts, and users, and will work with external vendors to deliver robust market risk solutions in a fast-paced environment.