Murex FO Specialist

1 month ago


Melbourne, Victoria, Australia Luxoft Full time

Project Overview

The Murex FO Consultant will be part of a team delivering a new market risk engine on Murex to address regulatory requirements for FRTB.

Key Responsibilities

Work as part of a broader market project

Independently discuss with end users to clarify requirements

Optimize existing formulas wherever possible

Contribute to the Continuous Improvement of the release process

Requirements

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

Pricing models expertise

Strong expertise on Murex curve framework from implementation to maintenance

Proven track record of configuring and validating various Risk measures (PV01, CR01, sensitivities)

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

Effective communication skills to liaise with various teams (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

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

Language

English: C1 Advanced

Seniority

Senior



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