Company

LuxoftSee more

addressAddressSydney, NSW
salary SalaryPermanent
CategoryAccounting & Finance

Job description

We've been engaged by a large Australian financial institution to provide resources to their Murex Testing team working on a wide range of projects from regulatory engagements, to binary upgrades to providing testing services.
Our client has made a strategic decision to implement Murex market risk module for VaR and FRTB (ES/IMA) calculations. This project will require business analysts to assist in the build and configuration of a new market risk module
Luxoft have been engaged on this multi-year risk module implementation and will be supplying developer, risk BA and testing resources to help our client with their aim of replacing their legacy market risk system for Murex 3.1 ERM module.
Joining this program you will have the benefit of working with an established client team, fully involved from the project initiation (POC of the market risk vendor platform) through to project implementation, not only for the Murex system but also upstream systems , such as the managed market data service provider.
Responsibilities
Murex Application Responsibility:

  • Has strong analytical and problem-solving skills, and excellent communication and interpersonal skills for interacting with business users and the vendor
  • Works closely with Risk & MO users in understanding requirements to build new market risk valuation functionality
  • Often works individually in producing and delivering solutions that meet Risk & MO requirements
  • Analyses and resolves issues related to system configuration, Risk, pricing, P&L, sensitivities, market data, market operations, EOD, interfaces, etc
  • Provides detailed information about issues to the vendor, and co-ordinates with them in testing fixes / solutions
  • Acts as an intermediary between business and vendor
  • Works on small BAU projects to deliver extended functionality and enhancements to the Risk & MO users, and is familiar with the systems development life cycle
  • Provides training to business users and assists the business in adapting to the Murex environment
  • Ensures documentation and deliverables are consistent with defined standards
  • Has the ability to work under pressure to resolve critical issues and meet project deliverables
VaR:
  • Assist in Risk report creation using MRA/MRB, PL impact analysis or scenarios upload.
  • Analyze the VaR of a portfolio to instrument or deal level.
  • Explain the scenarios creation and how they're applied in Murex market risk module.
  • Configure any additional MRB reports and MRA views
- Support the market risk team for queries/ issues. Support statistical analysis reports
  • Analyze and support the Backtesting results.
  • If VaR data is interfaced into any other external system, any discrepancies in the data files are also supported.
Skills
Must have
- 5+ Years of relevant Murex experience with Technical knowledge in SQL and Unix
- Programming skills (Python, Shell, etc)
- Murex ERM implementation experience (Market Risk, PFE, XVA)
- Client focus: able to understand business needs and identify and solve problems leveraging on previous experience
- Experience supporting Risk users resolving their daily issues
- Understanding of Murex DataMart and FO module
- Trade life cycle
- Automation tools experience (Autosys, Control-M, etc)
Domain knowledge:
- Strong domain understanding of Market Risk and ideally FRTB
- Strong domain of financial markets
- Knowledge on financial instruments such as Interest Rate Derivatives, Credit Derivatives, Currency Derivatives, Swps, Futures and options, FRA etc.
Nice to have
- Working level knowledge around Unix & Sybase
- Murex Knowledge around FO and Datamart and MLC - P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations
- Deeper understanding of financial markets from a non-risk and MO perspective
- Deeper all-round knowledge of Murex application
Languages
English: C1 Advanced
Seniority
Regular
Relocation package
If needed, we can help you with relocation process. .
Vacancy Specialization
Murex ERM
Ref Number
VR-103229
Refer code: 1515557. Luxoft - The previous day - 2024-02-21 05:48

Luxoft

Sydney, NSW
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