Senior Murex Model Validation & Risk Analyst

Luxoft Singapore; Singapore; On-site; SGD 150,000 - 200,000; Full time

Job summary

Luxoft Singapore seeks a Senior Quantitative Analyst to join Risk Management and support Model Risk Management and Independent Model Validation (IMV). You will validate Murex pricing, risk and calibration models and ensure governance and documentation.

You will collaborate with Risk, Front Office and HO Model Validation teams, map models to Murex configurations, train staff, and present findings to senior management.

Qualifications

• Murex pricing, valuation and risk models SME.
• End-to-end Murex model validation for derivatives, VaR, XVA.
• Map quantitative models to Murex configurations.
• Assess model implications across asset classes.
• Design and deliver technical training on Murex features.
• Produce validation reports for governance.
• Coordinate validation deliverables with HO and risk teams.
• Support model approval and remediation processes.
• Track validation findings and closures.

Responsibilities

• Perform independent model validation within Murex for pricing and risk.
• Collaborate with Risk, Front Office and HO Model Validation teams.
• Present findings to senior management and governance committees.
• Ensure documentation is governance-ready and traceable.

Skills

Murex expertise

Quant risk experience

Communication

Collaboration

Education

Bachelor's/Master's in quantitative field

Tools

Python

C++

MATLAB

SQL

Job description

Luxoft Singapore seeks a Senior Quantitative Analyst to join Risk Management and support Model Risk Management and Independent Model Validation (IMV). You will validate Murex pricing, risk and calibration models and ensure governance and documentation.

You will collaborate with Risk, Front Office and HO Model Validation teams, map models to Murex configurations, train staff, and present findings to senior management.