Senior Murex FO Consultant

2 weeks ago


NSW Sydney Northern Sydney Central Coast, Australia Luxoft Financial Services UK Limited (Australia) Full time
- Must have Murex to apply
- Open Australia wide

Project Description:
We've been engaged by a large European Bank to provide resources to their Murex program.

The programme is delivering a new platform to Treasury Front Office, TMO and Risk to manage the funding of the Bank. The Programme team members are specialists in multiple skills with the necessary experience to work on change requirements and enhancements, also directly interact with the Business stake holders, to take Business Requirements from inception through to production delivery

Responsibilities:

• You'll work on the Market Risk enhancements

• Should be able to independently discuss with end user the requirements and get clarification

• Should be able to do optimization of the existing formulas wherever possible

• Contribute to the Continuous Improvement of the release process

Mandatory Skills Description:

• 6+ years' experience as a Murex FO BA / developer

• Expertise in multiple Asset Classes - MM, Fixed Income, FX, and IR Derivatives, COM

• Comprehensive understanding and hands-on experience with Money Markets, Fixed Income, Foreign Exchange, and Interest Rate Derivative, COM

• Strong expertise on Murex curve framework from implementation to maintainance

• Proven track record of configuring and validating various Risk measures, such as PV01, CR01, sensitivities

• Capable of translating business requirements into functional requirements

• Strong analytical skills to explain differences between Murex and other systems

• Ability to interact with business stakeholders and run validations for various Market Risk measures

• Effective communication skills to liaise with various teams, including business and testing teams

• Ability to liaise with the testing team and manage the testing lifecycle, including defect management

• Proficient in managing the entire testing lifecycle, ensuring thorough defect management

• Solid understanding of Oracle and/or SQL Server RDBMS

• Strong SQL skills for data analysis and validation

• Good Knowledge of CI/CD mode of delivery and Continuous Integration/Continuous Deployment (CI/CD) practices and tools

• Proficiency in using Jira for project tracking and management

• Hands-on experience with Agile Software Development Life Cycle (SDLC) methodologies
Nice-to-Have Skills Description:

• Experience on the Murex Market Risk module (MRE, MRA/MRB)

• Exposure to Unix, and GIT will be beneficial

• Development skills in MxML / DM or other murex modules

• Technical skills including Unix, Shell Scripting, and Interfaces would be an additional bonus

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