
Murex Market Risk Consultant
1 week ago
**Project** Description**:
To work on MX.3 FRTB regulatory implementation project as a market risk technofunctional consultant.
**Responsibilities**:
- 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.
**Skills**:
Must have
- 3+ 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
Nice to have
- MLC & Collateral knowledge
**Languages**:
English: C2 Proficient
**Seniority**:
Senior
**Relocation package**:
If needed, we can help you with relocation process.
Vacancy Specialization
Murex
Ref Number
VR-99182
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