Murex Market Risk Consultant (ERM)

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 Consultants with strong knowledge & experience in the client side with key responsibilities given as below:

• 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.
  

• Masters or Bachelors Degree in Quantitative Finance Computer Science Financial Engineering or in Applied Finance domain.
  
• Knowledge of key market risk concepts such as traded products VaR stress testing risk/limit management etc.
  
• Strong technical & functional experience in Murex (e.g. VaR MRA MRE)
  
• Possess Market Risk Knowledge of VaR/ES Back Test Stress VaR.
  
• Good business knowledge of banking & trading book.
  
• Familiar with SQL & XML Unix commands.
  
• Understanding of Greeks/Sensitivities.
  
• Good understanding of the model assignments Market data Rate curves etc.
  
• Proficient communication skills with technical and non-technical stakeholders
  
• Ability to identify monitor and manage project risks issues and dependencies and agree appropriate solutions with sponsors and key stakeholders.
  
• Strong time management skills and demonstrable problem solving/analytical skills.