We've been engaged by a large Australian company to provide resources to their Murex FRTB/ VaR implementation.
We require an experienced FO developer with strong knowledge of Murex and broad exposure to financial markets. You will be working in a team of Murex Developers on a variety off tasks.
Solution design from scratch implementation of front-office configuration, stakeholder management including front-office, curves setup, pretrade, etradepad, market risk, ..
End to end ownership of tasks in cooperation with Business Analysts and Testing team.
- Hands-on experience in Murex especially curve set up, Vol surface set up, and generators set up.
- Have good knowledge of how to price trade and calculate Risk involving Greeks calculation, DV01, etc.
- FI/ Credit/ Equities products knowledge and experience of managing these trades' lifecycle in Murex or Calypso.
- Have good knowledge of how to create sim views.
- Have good knowledge of how the trade lifecycle works in Murex.
- Have good knowledge of SQL, writing Mx groovy scripts.
- Understand PnL and Risk computation like Sim Views, and pricing configuration in Murex / Calypso.
- Hands on experience in Java
- Have knowledge of Calypso especially how to price a trade in Calypso , NPV calculation and how to build reports .
- Have knowledge of how to create Datamart Reports
Luxoft, a DXC Technology Company, is a global digital strategy and software engineering firm with about 18,000 international employees within its 44 offices in 21 countries. It is headquartered in Zug, Switzerland.
In 2000, Luxoft was established in Moscow under the direction of Dmitry Loschinin. In 2008 it acquired ITC Networks in Bucharest. In 2013, Luxoft was listed on the New York Stock Exchange, following an initial public offering of 4.1 million shares at $17.00 per ordinary share.
In January 2019, Luxoft was acquired by U.S. company DXC Technology. Luxoft partnered with LG Electronics to create a next-generation Autonomous Mobility concept vehicle that integrates consumers' personalized digital lifestyles into a driving experience. Luxoft enabled Switzerland's first Blockchain based e-vote platform with the City of Zug and Hochschule Luzern's Blockchain Lab.
Luxoft, a DXC Technology Company is a world-renowned company. It has been present on the Polish market for over 11 years. We have offices in Krakow, Warsaw, Wroclaw, and Tri-City. We employ almost 2,000 experienced experts carrying out projects for over 40 clients from the financial, automotive, medical, tourist industries, etc. We work for many international clients, including the USA, Great Britain, and Switzerland.
So far, Luxoft Poland has made a name for itself as a company that offers work on innovative projects, we offer various experiences in the field of IT, opportunities for rapid development, an extensive training program, and attractive benefits for employees.
At present, 62% of Luxoft Poland employees come from Poland, and 38% from around 50 countries, including Ukraine, Brazil, Russia, India, Belarus, Turkey, Spain, Portugal, Italy, Romania, USA, etc.
At Luxoft, a DXC Technology Company, as much as 85 percent of employees are experts with the "Senior" experience level, with at least five years of experience. We care about our employees, so every day we try to provide them with the best possible conditions for work and development.
Technology is our passion! We focus on top engineering talent means that you will be working with the best industry professionals from around the world. Because of that, Luxoft is a global family with an epic atmosphere – we love what we do!