Murex ERM Consultant
[online recruitment]
[online recruitment]
Location: Warsaw
Reference number: VR-53143
Project Description:
Reimplementation of an old Murex instance using the latest MX.3
The project is Front to Back with the full scope of ERM and regulatory.
The project will include an end to end redesign of the solution based on the MXpress best practices.
Responsibilities
The ERM lead will join the project during the Pre-scoping stage to
- Review and confirm the scope and assumptions
- Review the effort estimation and the project timeline
- Review the project phasing
Then, the ERM lead will be responsible for delivering the end to end delivery of the ERM and regulatory solution, leveraging a team of Murex Risk and Reporting consultants.
The main activities will include
- Define user stories and the acceptance criteria
- Build the solution in Murex
- Conduct the users demos and validation workshops
- Write test cases
- Run the Drops validation and the project testing
- Analyze and follow-up project cases and defect analysis
- Provide expertise and support to stream Member juniors
- Act autonomously on project activities, with limited supervision
Skills
- Business knowledge
- Front Office
- Market risk
- Credit risk
- PFE
- XVA / CVA
- Initial Margin
- Define and configure VaR reports (scope, settings, parallelization...) using the MX.3 MRB engine
Reconciliation with MX.3 Simulation engine results
Working MX.3 knowledge of one or more of the following asset classes in terms of products, risk factors and models:
- Commodities
Fx Derivatives
- IR derivatives
- Equity derivatives
Our offer
Career and Professional Development
- International projects for clients all over the world
- Competitive salary
- Individual development plan
- Managerial Targeted Training programs
- BRIDGE Mentoring Program
- Luxoft Training Center
- Language Classes
- Self-learning online library
- Global Relocation Program
- Internal Mobility (a chance to gain experience in varied projects and technologies)
- Professional communities for knowledge-sharing (Agile, Tech, Business)
- Group Life Insurance
- Travel Insurance
- Private Healthcare (dental care, unlimited consultations of specialist physicians)
- Medical costs reimbursement for employees
- Benefit Program (Cafeteria and Multisport Card)
- LuxGood Program (a wide range of health and well-being initiatives)
- After-hours groups (sport, trips, board games, cultural activities)
- Company and Team events
- BeLux - discount offers program (banking, car leasing, other)
- Convenient locations in modern offices
Career and Professional Development
- International projects for clients all over the world
- Competitive salary
- Individual development plan
- Managerial Targeted Training programs
- BRIDGE Mentoring Program
- Luxoft Training Center
- Language Classes
- Self-learning online library
- Global Relocation Program
- Internal Mobility (a chance to gain experience in varied projects and technologies)
- Professional communities for knowledge-sharing (Agile, Tech, Business)
Well-being
- Group Life Insurance
- Travel Insurance
- Private Healthcare (dental care, unlimited consultations of specialist physicians)
- Medical costs reimbursement for employees
- Benefit Program (Cafeteria and Multisport Card)
Work-Life Balance
- LuxGood Program (a wide range of health and well-being initiatives)
- After-hours groups (sport, trips, board games, cultural activities)
- Company and Team events
- BeLux - discount offers program (banking, car leasing, other)
- Convenient locations in modern offices
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