Murex Credit Risk Developer

0-2 years
4 months ago
Job Description

  • As Murex ERM consultant, candidate will be part of application development team for Murex VaR module.
  • 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!
  • An independent worker with multi-tasking capabilities

  • 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 Mx.3 version.
  • Experience in MRA
  • Familiarity with MRE
  • Good understanding of Murex VaR DataModel
  • Fluent in using simulations and viewers.

Equal Employment Opportunity Statement

All employment decisions shall be made without regard to age, race, creed, color, religion, sex, national origin, ancestry, disability status, veteran status, sexual orientation, gender identity or expression, genetic information, marital status, citizenship status or any other basis as protected by federal, state, or local law.

Job candidates will not be obligated to disclose sealed or expunged records of conviction or arrest as part of the hiring process.

Accenture is committed to providing veteran employment opportunities to our service men and women.




Sensitivities Stress-testing
Murex VaR module
historical simulation
Mx.3 version
attribution of Risk P&L

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