Murex Market Risk Consultant(8+ years Murex Market Risk Configuration)
Luxoft IndiaAssam, India (+1 other)
Full Time8+ yearsMarket Risk
Posted 8 June 2026
Job description
Job role: Murex Market Risk Consultant Experience level: 8+ years Murex Market Risk configuration Location: Bangalore (work from office 3 days every week) Note: Murex market risk configuration is mandate for this role .
Mandatory Skills Descriptio n:- 8+ years of experience in Murex Market Risk modu le-Must have handson experience in Murex application Market Risk configuratio n
• Deep expertise in Murex Market Risk Environment (MRE) modu le
• Proven ability to develop, configure, and optimize Market Risk calculations independent ly
• Experience in configuring and running risk computations including reval runs, normalized ru ns
• Strong business stakeholder management skills, with experience in running risk measure validatio ns
• Deep understanding of asset classes including MM, Fixed Income, FX, and IR Derivativ es
• Extensive hands-on experience in Market Risk functional validations (e.g., Interest Rate VaR, Stress Testin g)- Expertise in configuring and validating various Market Risk measures such as VaR, PV01, CR01, and PnL vecto rs
• Strong analytical skills to explain differences in VaR results between Murex and other risk syste ms
• Solid understanding of Oracle and/or SQL Server RDBMS, with strong SQL skills for data analysis and validati on