Project description
Part of an embedment team, candidates will be part of Murex application support / build team performing the following responsibilities:
Resolve daily Enterprise Risk Management (ERM) issues on both functional, valuation, and pricing
Liaise with the technical team(s) -
when needed -
to resolve ERM related issues and necessary enhancements
Develop ERM Business requirements per given stream and according to Project needs as they come along
Products (IRD, CRD, EQD, FXD) management and validation
Manage day-to-day assigned project tasks to complete various ERM deliverables
Contribute and assist existing support group(s) in resolving requests or issues with ERM, VaR, P&L, Market Data, and booking issues
Analyze, formulate, propose, develop and/or contribute to overall solutions as per project deliverables
Continuous follow-up of new Market regulations/practices globally
Perform various levels of testing for assigned deliverables as well as participate in formal release cycles (SIT/UAT)
Ability to utilize specialized knowledge on financial derivatives and Murex software to participate in implementation and upgrade projects throughout scoping, design, build and validation phases.
Provide high-quality support in using the Murex platform for pricing and structuring of complex financial products within trading domain (e.g. FX derivatives, interest rates derivatives, Fixed Income etc).
Develop test cases to troubleshoot the system, document defective use cases for fixes by developers.
Skills
Must have
Strong analytical, pricing, and ERM skills
Strong problem-solving skills and attention to detail
Strong presentation skills
Strong relationship building skills both internally and externally
Strong experience in supporting FO users and resolving their daily issues
Must:
2+ years experience on Murex with ERM, VaR, and Risk functionalities/module
Minimum 2-3 years experience in financial markets and products
1+ years of experience in financial markets/IT business analysis
Technical skills in SQL, XML, Unix and Scripting
Previous experience with MX.3 ERM modules such as MLC or XVA or MRB is a must
Must have a strong personality, logical and analytical skills
Be detailed-oriented, a quick learner, and a self-starter
Possess good verbal and written communication skills
Must have strong organization skills
Nice to have
BS or higher degree in Finance, Mathematics or equivalent
Implementations and upgrades of Murex
Test management
Trade life cycle management
Market Data management
Knowledge in SQL (Oracle and/or Sybase) and Unix commands is a plus
Client focus: understands clients' businesses; identifies and understands the needs and objectives of clients, both on an individual and corporate basis; builds strong relationships to aid Luxoft aim of being a trusted partner to the clients.
Communication skills: expresses ideas effectively, both verbally and in writing; adjusts language, terminology and non-verbal communication as appropriate.
Teamwork: works effectively with others; helps to build strong teams and networks.
Personal leadership: realistically identifies own skills, experience, knowledge and other personal attributes; displays confidence and resilience.
Planning and organizing: identifies and meets milestones; understands and articulates deliverables; assesses and mitigates risks; sticks to the scope of work and manages any changes.
Analytical decision-making: identifies and solves problems using insight and experience to make good decisions; gathers relevant information, identifying important issues and drawing conclusions.
Other
Languages
English: C2 Proficient
Seniority
Senior
