Murex Market Risk Consultant

• 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
• Responsible for end-to-end software development and support for all work transitioned from Group (which could be projects, quarterly change requests, L3 production fixes). This includes analysis and design to development, implementation, testing and support
• Responsible for quality assurance of the team delivery in conformance to the software delivery methodology and tools
• Partner closely with the Group domain team to plan and manage transitioned deliverables

• 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.

Technologies:

• Murex

• Oracle

• SQL, Python, Linux

• AIX, Solaris, Open systems

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.

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