Murex Market Risk Consultant

• Design solution according to Market Risk business requirements
  
• Manage user requirements workshops and formulation of an overall solution design
  
• Modelling transactions and validation to ensure that the business requirements are met
  
• Work handson on Murex VAR / MRA Configuration and help to troubleshoot issues
  
• Conduct analysis and propose solutions for business issues process changes and functional requirements
  
• Assist in system integration data migration and implementation;
  
• Work with different teams and collaborate with stakeholders to deliver system solutions for the business.
  
  

Requirements

• Masters or Bachelors Degree preferably from Financial Engineering Applied Finance Business or Computer Science or related discipline.
  
• Experience of either Murex VAR MRA or MRE configuration
  
• Possess market risk knowledge of VaR/ES Back Test Stress VaR
  
• Understanding of Market Data and Rate curve assignment methods in Murex.
  
• Pricing and Model assignment configuration in Murex.
  
• Understanding of Greeks/Sensitivities
  
• Experience in managing and delivery of trading platforms for Treasury products
  
• Exposure to Financial Markets and Derivative products
  
• Outstanding communication with the maturity to interact across senior people from the customer
  
• Proven track of records and reference