MUREX XVA

Roles & Responsibilities 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. Education: 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 Tell employers what skills you have Credit Risk ManagementMarket RiskChange ManagementSOAPSoftware DocumentationApplication DevelopmentSDLCFunctional Specification DocumentAgile MethodologyApplication SupportSIT TestingBankingSimulationsStress TestingAgile Software DevelopmentUAT testingCredit RiskSoftware DevelopmentBusiness RequirementsTechnical Design