6 Months Contract
Key Responsibilities
· Self-motivated risk management professional with an interest in delivering strategic change solutions to enable effective solutions around traded risk management.
· Good understanding of key market risk concepts (eg. traded products, VaR, stress testing, risk/limit management)
· Good understanding of key credit risk concepts (eg. traded products, counterparty risk, credit approval process, limit management, excess management)
· Strong technical knowledge specially in Murex domain
· Good business domain knowledge of banking & trading book
· Good understanding of DataMart and simulation module in GMP
· Highly effective communicating with technical stakeholders, proficient communicating with non-technical stakeholders
· Good problem solving, analytical, synthesis, system thinking and solutioning skills.
· Ability to identify, monitor and manage project risks, issues, and dependencies, and agree appropriate solutions with sponsors and key stakeholders.
· Strong influencing skills to achieve alignment up and down the organization.
· Experience in implementing large-scale, highly available applications or other large project implementation
· Proven result-oriented person with a focus on delivery
· Good understanding and experience in software development cycle
Required Skills
· Experience working with MUREX
· Functional understanding of counterparty risk and pfe
· Experience in product pricing methodologies
· Experience in VaR, MRA, MRE Configurations
· Understanding of the model assignments, market data, Rate curves etc.
· Understanding of simulations and datamart module
· Strong technical & functional background.
Optional Skills
· Bachelor's or Masters degree in computer science, engineering or in Finance domain
· Related professional/technical qualification will be advantageous although not mandatory
· Strong Murex Knowledge
