The posting
- Responsibilities:
- As Murex ERM consultant, you will be part of application developmentin FRTB implementation project - Work with different IT teams across infrastructure, and other divisions todeliver system solutions for the business. - Build a strong relationship and manage expectations with users and stakeholders. - Candidate is expected to be fully hands-on when managing his assigned tasksand while acquiring the necessary skills as expected of his role andresponsibilities. An independent worker who can multi-tasks is a must havequality
- Mandatory Skills Description:
- 10+ 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 commonlyused for Market Risk calculations - Fluent in using simulations and viewers
- Nice-to-Have Skills Description:
- MLC & Collateral knowledge



