Murex Market Risk Consultant

Paris - France

Monthly Salary: Not Disclosed

Experience Required: 5-8years

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

Upskills provides expert financial software consulting for investment banks and leading financial institutions in Asia Pacific Middle East and Europe region. With a strong Front to Back expertise of the cash and derivatives markets coupled with an in-deep knowledge of financial markets technologies we provide smart business-wise and efficient solutions to our Clients.

We are seeking a highly skilled Senior Murex Market Risk Consultant based in Paris France to work in a client-servicing role to drive one of our clients global system implementations with responsibilities:

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 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.
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.
Outstanding communication with the maturity to interact across senior people from the customer.

Required Skills:

Market Risk Murex VaR Rate Curve Valuation Modelling Financial Markets Capital Markets Financial Engineering SQL Capital Markets SQL

Required Education:

Masters or Bachelors Degree in Applied Finance Business Analytics Quantitative Finance Financial Engineering IT or related discipline.

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 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.
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.
Outstanding communication with the maturity to interact across senior people from the customer.