Murex Market Risk/ Credit Risk Consultant
Murex Market Risk/ Credit Risk Consultant
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Job Description
This is a remote position.
Upskills provides expert financial software consulting to investment banks and leading financial institutions in Asia Pacific Middle East and Europe. With a strong Front to Back expertise in the cash and derivatives markets coupled by an in-depth knowledge of financial markets technologies we provide smart and efficient solutions.
We are seeking highly motivated Murex Market Risk/ Credit Risk Consultant to work on a customer facing role to drive one of our clients Murex activities and projects.
- Design solution according to Market Risk business requirements.
- Definition execution & validation of validation test cases & deliverable package according to project methodology.
- Support the client on SIT and UAT test through case investigation and resolution.
- Manage user requirements workshops and formulation of an overall solution design.
- Modelling transactions and validation to ensure that the business requirements are met.
- Work hands on to troubleshoot and debug Murex Market Risk 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.
- Build a strong relationship and manage expectations with users and stake holders.
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.
- Strong knowledge and functional experience on related Murex risk modules. E.g. MRA MRE MLC
- Pricing and Model assignment configuration in Murex.
- Familiar with SQL & XML Unix commands.
- Understanding of Greeks/Sensitivities.
- Experience in managing and delivery of trading platforms for Treasury products.
- Exposure to Financial Markets and Derivative products.
- Strong time management skills and demonstrable problem solving/analytical skills.
Murex, VaR, MRA, MRE, Risk Management, Credit Risk, SQL, Middle Office, Consultancy, Capital Markets, Market Data
Education
Master's or Bachelor's Degree, preferably from Financial Engineering, Quantitative Finance, Business Analytics, Computer Engineering or related discipline.
Employment Type
Full Time
Company Industry
Financial Services / Insurance Agencies and Brokerages / Investment Banking
