Project Description:
Mx.3 PFE project covering Market risk consulting work with MRA/MRE configuration delivery
Responsibilities:
- As Murex ERM consultant, you will be part of application development in PFE implementation project
- Work with different IT teams across infrastructure, and other divisions to deliver system solutions for the business.
- Build a strong relationship and manage expectations with users and stake holders.
- Candidate is expected to be fully hands-on when managing his assigned tasks and while acquiring the necessary skills as expected of his role and responsibilities. An independent worker who can multi-tasks is a must have quality
Mandatory Skills:
- Murex Datamart
Mandatory Skills Description:
- 8+ Years of experience in Murex Market risk Domain (VaR, Greeks, Sensitivities Stress-testing and attribution of Risk P&L)
- Deep understanding of Murex VaR module (historical simulation, back testing, PL VaR
- Experience in major upgrade project in Risk domain.
- Experience in creating test cases in 2.11 and 3.1 version
- Experience in MRA is required
- Familiarity with MRE is required.
- Good understanding of Murex VaR DataModel
- Deep understanding of Greeks and sensitivities and trade attributes commonly used for Market Risk calculations
- Fluent in using simulations and viewers
