Senior Murex Risk Developer

Responsibilities

• Develop, enhance, and support Murex Risk modules, specifically focusing on Market Risk and Credit Risk.
• Implement risk calculation enhancements and advanced risk analytics solutions.
• Support Murex risk engine configuration, optimization, and stability.
• Enhance Market Risk solutions including Value at Risk (VaR), risk sensitivities, stress testing, and scenario analysis.
• Support Credit Risk solutions, including exposure aggregation, counterparty risk calculations, and monitoring.
• Develop and support risk reports, dashboards, and regulatory reporting requirements.
• Optimize SQL queries for risk data extraction and validation using SQL Server.
• Participate in SIT, UAT, and production deployment activities, including defect analysis and root cause investigation.
• Collaborate with Risk, Front Office, Product Control, and Technology teams to translate business requirements into technical solutions.

Requirements

• 6-9 years of experience in Murex Risk development.
• Hands-on experience with Murex Market Risk and Murex Credit Risk modules.
• Strong knowledge of VaR (Value at Risk), risk analytics, and risk reporting.
• Proficiency in SQL and experience working with SQL Server.
• Solid understanding of financial products and the trade lifecycle.
• Experience working within Investment Banking, Risk Management, or Treasury environments.
• Experience with EWRS or MLC is a plus.
• Strong analytical, problem-solving, and stakeholder communication skills.
• Ability to work independently in complex risk environments.
• English proficiency at a C1 Advanced level.

About the Company

Luxoft is a global provider of high-end software engineering services, helping leading companies accelerate their digital transformation. Our client is a premier bank in Asia with a massive global footprint, and you will be part of a newly established technology center in Kuala Lumpur dedicated to delivering innovative financial technology solutions.