Murex Mre Risk Consultant
3 days ago
**Project** Description**:
This engagement is about Luxoft providing a strong Murex Risk profile for a key client.
**Responsibilities**:
- Responsible to assist or lead in Market risk and credit risk Streams for all treasury related projects or support enhancements
- Communicate with key treasury stakeholder about any murex risk related questions or general communications
- Work within the team and external vendors to deliver any stakeholder requests or murex system requirements.
- Sharing risk knowledge and experience within the team for a more robust team approach
- Manage timelines and murex risk delivery expectations with business and within team.
**Skills**:
Must have
- Technical Experience
- At least 4 years’ experience as Murex Credit/Market Risk Developer/Consultant.
- A strong level understanding of financial products and related risks
- A very good knowledge of MLC computation process (Feeding of the Data, MLC risks calculations based on implemented formulas and Limits monitor screens used for the display and analysis of the results)
- Strong knowledge of simulation views and layouts, especially risk outputs settings
- Strong understanding of MLC risk configuration, mainly adjusting existing risks to a specific requirement
- A strong knowledge on LRB configuration to guide reporting team
- A working knowledge of specific Credit and market risk measures in Murex:
- PFE/CVA: calibration and computation
- Regulatory risk measures:
- Understands MRB configuration and MRA display views (Enterprise Market Risk Monitor)
- Basic knowledge of the regulatory requirement
- List of needed Risk measures:
- FRTB
- Basic CVA
- SIMM
- SA-CCR
- VaR
- A basic understanding of pricing models and calibration process
Nice to have
FO configuration knowledge is a must
**Languages**:
English: C2 Proficient
**Seniority**:
Regular
**Relocation package**:
If needed, we can help you with relocation process.
Vacancy Specialization
Murex
Ref Number
VR-67543
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