Murex PFE Developer

2 weeks ago


Sydney, New South Wales, Australia Luxoft Full time
Job Description

We are seeking an experienced Murex PFE and XVA specialist to join our team at Luxoft. As a key member of our financial services practice, you will work closely with clients to deliver high-quality solutions for their Credit Risk engines and PFE calculations.

Key Responsibilities
  • Analyzing and resolving complex issues related to system configuration, Credit Risk, limits management, interfaces, etc.
  • Collaborating with Risk & MO users to understand requirements and build new CR functionality
  • Providing expert guidance on Murex services and batch jobs optimizations
  • Ensuring timely escalation of identified issues/risks to IT and Business managers
Required Skills and Qualifications
  • 5+ years of experience around PFE/XVA and Credit Risk calculations in Murex
  • Configuration/optimization experience of latest Murex PFE and XVA, including Murex services and batch scheduling
  • Deep level knowledge around Unix & SQL
  • Familiarity with Murex application features such as MXML workflows, P&L, Middle Office, Dynamic Tables, Static Data, GOM, Market Data, Market Operations

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