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.
Education:
- Bachelor's or Masters degree in computer science, engineering or in Finance domain
- Strong Murex Knowledge
