What are the responsibilities and job description for the Murex Rates Front Office SME position at Luxoft?
Working model: the role is based in New York City (Midtown), with about 10 days onsite per month, which is roughly 2-3 times a week.
Employment: official full-time employment through a Luxoft Legal Entity.
Why Luxoft?
We offer a comprehensive benefits package to support your health, wellbeing, and financial security:
- Medical, Dental & Vision insurance (Cigna & VSP); HRA and FSA options; life & AD&D insurance; Voluntary Life, Accident, Critical Illness & Hospital Indemnity plans; short- and Long-Term Disability;
- 401(k) retirement plan; employee Assistance Program; commuter & Transit benefits; pet Insurance.
Compensation for NYC: 150000 - 230000 USD Gross per year based on your interview results.
Join the Rates Trading desks as a Murex expert in derivatives risk and pricing. You’ll support the existing business and help drive strategic initiatives to build it further. Detailed derivatives knowledge is key, and past Flex BA experience is a great bonus but not a must.
Responsibilities:
• Level 3 support of Murex:
o Ability to trouble shoot the Murex system for issues with the quantitative models utilizing computational finance software skills.
o Ability to explain P&L on complex derivative positions via first and second order sensitivities.
• Level 3 support of the Derivatives systems in support of the trading desk.
• Analysis and implementation of new Murex functionality and new product enablement initiatives, leading the FO aspect and coordinating with other supporting functions.
• Identify and drive process improvements through Murex expertise, and influence evolution of Murex product.
Skills:
• 5 to 10 years working with Murex implementations and trade floor support
• 5 to 10 years Murex configuration and development skills
• Quantitative knowledge of pricing and risk management models
• Ability to implement computational finance systems
• Strong SDLC and testing skills in support of RAD development
• Possess effective communication and presentation skills to engage with stakeholders of various levels and functional groups (Traders, Quants, Middle Office)
• Ability to multitask and troubleshoot complex issues in a high-pressure trading environment
• Ability to elicit and understand complex business processes/requirements from FO, and translate into Murex technical requirements
• Exhibits an ownership mindset and have proven track record of successful delivery of high impact projects
Nice-to-Have Skills Description:
- BS or higher degree in Finance, Mathematics, Computer Science or equivalent
- Experience with Flex
- Implementations and upgrades: MXpress; MXplus updates and MX.3 main-branch upgrades
- Test management
- Market Data management
- Good product knowledge in IRD, CRD
- Good understanding on P&L concept overall and its components
Languages:
- English: C1 Advanced
Luxoft is committed to fostering a diverse and inclusive workplace.
We show fairness to all throughout our talent acquisition and management process.
Salary : $150,000 - $230,000