Catch trade and risk discrepancies before your next Murex go-live
We test Murex MX.3 implementations, upgrades, and interfaces — front office trading, middle office risk, back office settlements, treasury, and collateral management — using MxTest, Onyx, and line-by-line parallel-run reconciliation, so a calculation or settlement break gets caught before go-live, not after.
- US, Canada & UK overlapWorking hours planned around your team, not just ours.
- One point of contactA named lead owns the engagement end to end — no ticket queue.
- NDA on every engagementSigned before we see a single ticket or line of test data.
- Scale up or down monthlyNo multi-year lock-in — resize the team as the release calendar changes.
Who this is for
What you get
- 20–30 test scenarios covering the MX.3 modules in scope (front office trading, middle office risk, back office settlements, treasury, or collateral management)
- Automated regression suite built on MxTest and Onyx, extended with custom Java/Python scripting where needed
- Line-by-line parallel-run reconciliation between legacy and upgraded environments, for upgrade and migration engagements
- SWIFT/FIX interface and market data feed (Bloomberg, Refinitiv) validation, if in scope
- Regulatory reporting validation for the regimes you’re subject to (EMIR, Dodd-Frank, MiFID II, or SFTR), checking field-level mapping and submission format
- Structured defect reports with severity classification, tied into your JIRA or test management tool
- A handover session walking your team through the regression suite and reconciliation results
- A defined hypercare window through go-live for defect triage on production-affecting issues
Timeline & process
Discovery & scope
Map trade flows, asset class coverage, and MX.3 configuration; agree on modules, interfaces, and regulatory regimes in scope.
Test strategy & environment setup
Define the SIT/UAT test strategy and build test data across asset classes, currencies, and counterparty scenarios.
Automation build
Build or extend MxTest and Onyx regression suites for trade capture, risk, and settlements.
Parallel run & go-live support
Run legacy and new environments side by side, reconcile outputs line by line, and provide hypercare support through go-live.
What we need from you
- Access to a Murex MX.3 SIT/UAT environment with representative trade and reference data
- Documentation on your current MX.3 configuration, asset class coverage, and any planned upgrade or migration scope
- Test credentials for market data feeds (Bloomberg/Refinitiv) and SWIFT/FIX interfaces we’ll be validating against
- One trade-flow walkthrough call with your front-to-back office stakeholders before we start
Proof, not promises
Not in scope, so there are no surprises
- Murex MX.3 configuration, development, or implementation work — we test the platform, we don’t build it
- Independent revalidation of every risk model from first principles — we validate MX.3 outputs against expected results, not the underlying quant models
- Regulatory reporting regimes outside the ones agreed at kickoff
- Ongoing regression maintenance beyond the hypercare window — available separately as a retainer